ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 02-Jun-2011

Day Change Summary
	Previous	Current
	01-Jun-2011	02-Jun-2011	Change	Change %	Previous Week
Open	123-295	124-290	0-315	0.8%	122-280
High	124-295	124-295	0-000	0.0%	123-315
Low	123-260	124-100	0-160	0.4%	122-240
Close	124-240	124-125	-0-115	-0.3%	123-275
Range	1-035	0-195	-0-160	-45.1%	1-075
ATR	0-204	0-203	-0-001	-0.3%	0-000
Volume	234,678	128,267	-106,411	-45.3%	7,441,511

Daily Pivots for day following 02-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-118	125-317	124-232
R3	125-243	125-122	124-179
R2	125-048	125-048	124-161
R1	124-247	124-247	124-143	124-210
PP	124-173	124-173	124-173	124-155
S1	124-052	124-052	124-107	124-015
S2	123-298	123-298	124-089
S3	123-103	123-177	124-071
S4	122-228	122-302	124-018

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	127-075	126-250	124-172
R3	126-000	125-175	124-064
R2	124-245	124-245	124-027
R1	124-100	124-100	123-311	124-172
PP	123-170	123-170	123-170	123-206
S1	123-025	123-025	123-239	123-098
S2	122-095	122-095	123-203
S3	121-020	121-270	123-166
S4	119-265	120-195	123-058

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-295	122-290	2-005	1.6%	0-235	0.6%	74%	True	False	1,024,092
10	124-295	121-305	2-310	2.4%	0-192	0.5%	82%	True	False	1,178,474
20	124-295	121-170	3-125	2.7%	0-204	0.5%	84%	True	False	1,197,616
40	124-295	117-295	7-000	5.6%	0-195	0.5%	92%	True	False	1,077,162
60	124-295	117-295	7-000	5.6%	0-218	0.5%	92%	True	False	1,109,014
80	124-295	116-040	8-255	7.1%	0-221	0.6%	94%	True	False	960,480
100	124-295	116-040	8-255	7.1%	0-219	0.5%	94%	True	False	768,912

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-042
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-164
2.618	126-166
1.618	125-291
1.000	125-170
0.618	125-096
HIGH	124-295
0.618	124-221
0.500	124-198
0.382	124-174
LOW	124-100
0.618	123-299
1.000	123-225
1.618	123-104
2.618	122-229
4.250	121-231

Fisher Pivots for day following 02-Jun-2011
Pivot	1 day	3 day
R1	124-198	124-109
PP	124-173	124-093
S1	124-149	124-078

Download as Excel Spreadsheet

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

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