ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 06-Jun-2011

Day Change Summary
	Previous	Current
	03-Jun-2011	06-Jun-2011	Change	Change %	Previous Week
Open	124-135	124-255	0-120	0.3%	123-285
High	125-065	124-290	-0-095	-0.2%	125-065
Low	124-125	124-140	0-015	0.0%	123-180
Close	124-235	124-240	0-005	0.0%	124-235
Range	0-260	0-150	-0-110	-42.3%	1-205
ATR	0-207	0-203	-0-004	-2.0%	0-000
Volume	84,045	30,180	-53,865	-64.1%	1,800,499

Daily Pivots for day following 06-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-033	125-287	125-002
R3	125-203	125-137	124-281
R2	125-053	125-053	124-268
R1	124-307	124-307	124-254	124-265
PP	124-223	124-223	124-223	124-202
S1	124-157	124-157	124-226	124-115
S2	124-073	124-073	124-212
S3	123-243	124-007	124-199
S4	123-093	123-177	124-158

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-135	128-230	125-204
R3	127-250	127-025	125-059
R2	126-045	126-045	125-011
R1	125-140	125-140	124-283	125-252
PP	124-160	124-160	124-160	124-216
S1	123-255	123-255	124-187	124-048
S2	122-275	122-275	124-139
S3	121-070	122-050	124-091
S4	119-185	120-165	123-266

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-065	123-180	1-205	1.3%	0-228	0.6%	72%	False	False	366,135
10	125-065	122-240	2-145	2.0%	0-200	0.5%	82%	False	False	927,219
20	125-065	121-235	3-150	2.8%	0-199	0.5%	87%	False	False	1,055,508
40	125-065	117-295	7-090	5.8%	0-196	0.5%	94%	False	False	1,022,628
60	125-065	117-295	7-090	5.8%	0-215	0.5%	94%	False	False	1,068,288
80	125-065	116-140	8-245	7.0%	0-218	0.5%	95%	False	False	961,668
100	125-065	116-040	9-025	7.3%	0-220	0.6%	95%	False	False	770,054

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	126-288
2.618	126-043
1.618	125-213
1.000	125-120
0.618	125-063
HIGH	124-290
0.618	124-233
0.500	124-215
0.382	124-197
LOW	124-140
0.618	124-047
1.000	123-310
1.618	123-217
2.618	123-067
4.250	122-142

Fisher Pivots for day following 06-Jun-2011
Pivot	1 day	3 day
R1	124-232	124-242
PP	124-223	124-242
S1	124-215	124-241

Download as Excel Spreadsheet

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

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