ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 07-Jun-2011

Day Change Summary
	Previous	Current
	06-Jun-2011	07-Jun-2011	Change	Change %	Previous Week
Open	124-255	124-240	-0-015	0.0%	123-285
High	124-290	124-290	0-000	0.0%	125-065
Low	124-140	124-100	-0-040	-0.1%	123-180
Close	124-240	124-210	-0-030	-0.1%	124-235
Range	0-150	0-190	0-040	26.7%	1-205
ATR	0-203	0-202	-0-001	-0.5%	0-000
Volume	30,180	40,629	10,449	34.6%	1,800,499

Daily Pivots for day following 07-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-130	126-040	124-314
R3	125-260	125-170	124-262
R2	125-070	125-070	124-245
R1	124-300	124-300	124-227	124-250
PP	124-200	124-200	124-200	124-175
S1	124-110	124-110	124-193	124-060
S2	124-010	124-010	124-175
S3	123-140	123-240	124-158
S4	122-270	123-050	124-106

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	123-260	1-125	1.1%	0-230	0.6%	61%	False	False	103,559
10	125-065	122-240	2-145	2.0%	0-202	0.5%	78%	False	False	811,838
20	125-065	121-235	3-150	2.8%	0-200	0.5%	84%	False	False	1,008,825
40	125-065	118-020	7-045	5.7%	0-197	0.5%	92%	False	False	1,001,149
60	125-065	117-295	7-090	5.8%	0-214	0.5%	92%	False	False	1,048,689
80	125-065	116-170	8-215	7.0%	0-218	0.5%	94%	False	False	962,021
100	125-065	116-040	9-025	7.3%	0-220	0.6%	94%	False	False	770,439

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-138
2.618	126-147
1.618	125-277
1.000	125-160
0.618	125-087
HIGH	124-290
0.618	124-217
0.500	124-195
0.382	124-173
LOW	124-100
0.618	123-303
1.000	123-230
1.618	123-113
2.618	122-243
4.250	121-252

Fisher Pivots for day following 07-Jun-2011
Pivot	1 day	3 day
R1	124-205	124-242
PP	124-200	124-232
S1	124-195	124-221

Download as Excel Spreadsheet

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

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