ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 13-Jun-2011

Day Change Summary
	Previous	Current
	10-Jun-2011	13-Jun-2011	Change	Change %	Previous Week
Open	124-225	124-310	0-085	0.2%	124-255
High	125-065	125-045	-0-020	0.0%	125-125
Low	124-215	124-195	-0-020	-0.1%	124-100
Close	124-295	124-245	-0-050	-0.1%	124-295
Range	0-170	0-170	0-000	0.0%	1-025
ATR	0-206	0-203	-0-003	-1.2%	0-000
Volume	22,692	11,807	-10,885	-48.0%	154,953

Daily Pivots for day following 13-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-138	126-042	125-018
R3	125-288	125-192	124-292
R2	125-118	125-118	124-276
R1	125-022	125-022	124-261	124-305
PP	124-268	124-268	124-268	124-250
S1	124-172	124-172	124-229	124-135
S2	124-098	124-098	124-214
S3	123-248	124-002	124-198
S4	123-078	123-152	124-152

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%	0-204	0.5%	42%	False	False	27,316
10	125-125	123-180	1-265	1.5%	0-216	0.5%	66%	False	False	196,725
20	125-125	121-305	3-140	2.8%	0-196	0.5%	82%	False	False	769,211
40	125-125	119-015	6-110	5.1%	0-194	0.5%	90%	False	False	894,427
60	125-125	117-295	7-150	6.0%	0-200	0.5%	92%	False	False	946,112
80	125-125	117-050	8-075	6.6%	0-218	0.5%	92%	False	False	962,205
100	125-125	116-040	9-085	7.4%	0-222	0.6%	93%	False	False	771,360

Crabel Price Patterns
NR	False
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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-038

Fibonacci Retracements and Extensions
4.250	127-128
2.618	126-170
1.618	126-000
1.000	125-215
0.618	125-150
HIGH	125-045
0.618	124-300
0.500	124-280
0.382	124-260
LOW	124-195
0.618	124-090
1.000	124-025
1.618	123-240
2.618	123-070
4.250	122-112

Fisher Pivots for day following 13-Jun-2011
Pivot	1 day	3 day
R1	124-280	124-308
PP	124-268	124-287
S1	124-257	124-266

Download as Excel Spreadsheet

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

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