ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 23-May-2011

Day Change Summary
	Previous	Current
	20-May-2011	23-May-2011	Change	Change %	Previous Week
Open	122-185	122-280	0-095	0.2%	122-210
High	122-285	123-130	0-165	0.4%	123-055
Low	122-165	122-280	0-115	0.3%	121-305
Close	122-260	123-000	0-060	0.2%	122-260
Range	0-120	0-170	0-050	41.7%	1-070
ATR	0-200	0-200	-0-001	-0.4%	0-000
Volume	1,042,624	1,194,438	151,814	14.6%	5,975,455

Daily Pivots for day following 23-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-220	124-120	123-094
R3	124-050	123-270	123-047
R2	123-200	123-200	123-031
R1	123-100	123-100	123-016	123-150
PP	123-030	123-030	123-030	123-055
S1	122-250	122-250	122-304	122-300
S2	122-180	122-180	122-289
S3	122-010	122-080	122-273
S4	121-160	121-230	122-226

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-097	125-248	123-154
R3	125-027	124-178	123-047
R2	123-277	123-277	123-012
R1	123-108	123-108	122-296	123-192
PP	122-207	122-207	122-207	122-249
S1	122-038	122-038	122-224	122-122
S2	121-137	121-137	122-188
S3	120-067	120-288	122-153
S4	118-317	119-218	122-046

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-130	121-305	1-145	1.2%	0-191	0.5%	72%	True	False	1,277,854
10	123-130	121-235	1-215	1.4%	0-199	0.5%	76%	True	False	1,205,812
20	123-130	120-045	3-085	2.7%	0-192	0.5%	88%	True	False	1,102,736
40	123-130	117-295	5-155	4.5%	0-196	0.5%	93%	True	False	1,055,101
60	123-130	117-180	5-270	4.8%	0-222	0.6%	93%	True	False	1,114,288
80	123-130	116-040	7-090	5.9%	0-225	0.6%	94%	True	False	861,379

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-212
2.618	124-255
1.618	124-085
1.000	123-300
0.618	123-235
HIGH	123-130
0.618	123-065
0.500	123-045
0.382	123-025
LOW	122-280
0.618	122-175
1.000	122-110
1.618	122-005
2.618	121-155
4.250	120-198

Fisher Pivots for day following 23-May-2011
Pivot	1 day	3 day
R1	123-045	122-286
PP	123-030	122-252
S1	123-015	122-218

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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