ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 10-Jun-2011

Day Change Summary
	Previous	Current
	09-Jun-2011	10-Jun-2011	Change	Change %	Previous Week
Open	125-035	124-225	-0-130	-0.3%	124-255
High	125-125	125-065	-0-060	-0.1%	125-125
Low	124-170	124-215	0-045	0.1%	124-100
Close	124-210	124-295	0-085	0.2%	124-295
Range	0-275	0-170	-0-105	-38.2%	1-025
ATR	0-208	0-206	-0-002	-1.1%	0-000
Volume	28,509	22,692	-5,817	-20.4%	154,953

Daily Pivots for day following 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-168	126-082	125-068
R3	125-318	125-232	125-022
R2	125-148	125-148	125-006
R1	125-062	125-062	124-311	125-105
PP	124-298	124-298	124-298	125-000
S1	124-212	124-212	124-279	124-255
S2	124-128	124-128	124-264
S3	123-278	124-042	124-248
S4	123-108	123-192	124-202

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	128-035	127-190	125-165
R3	127-010	126-165	125-070
R2	125-305	125-305	125-038
R1	125-140	125-140	125-007	125-222
PP	124-280	124-280	124-280	125-001
S1	124-115	124-115	124-263	124-198
S2	123-255	123-255	124-232
S3	122-230	123-090	124-200
S4	121-205	122-065	124-105

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-125	124-100	1-025	0.9%	0-200	0.5%	57%	False	False	30,990
10	125-125	123-170	1-275	1.5%	0-214	0.5%	75%	False	False	321,205
20	125-125	121-305	3-140	2.8%	0-202	0.5%	86%	False	False	838,953
40	125-125	119-015	6-110	5.1%	0-196	0.5%	93%	False	False	927,358
60	125-125	117-295	7-150	6.0%	0-204	0.5%	94%	False	False	969,389
80	125-125	116-280	8-165	6.8%	0-219	0.5%	94%	False	False	962,513
100	125-125	116-040	9-085	7.4%	0-221	0.6%	95%	False	False	771,251

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0-040
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	127-148
2.618	126-190
1.618	126-020
1.000	125-235
0.618	125-170
HIGH	125-065
0.618	125-000
0.500	124-300
0.382	124-280
LOW	124-215
0.618	124-110
1.000	124-045
1.618	123-260
2.618	123-090
4.250	122-132

Fisher Pivots for day following 10-Jun-2011
Pivot	1 day	3 day
R1	124-300	124-308
PP	124-298	124-303
S1	124-297	124-299

Download as Excel Spreadsheet

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

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