ECBOT 10 Year T-Note Future September 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	122-155	123-160	1-005	0.8%	121-160
High	123-165	123-170	0-005	0.0%	122-190
Low	122-120	122-285	0-165	0.4%	121-120
Close	123-100	122-310	-0-110	-0.3%	122-150
Range	1-045	0-205	-0-160	-43.8%	1-070
ATR	0-190	0-191	0-001	0.6%	0-000
Volume	1,582,712	1,462,883	-119,829	-7.6%	2,578,465

Daily Pivots for day following 02-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-017	124-208	123-103
R3	124-132	124-003	123-046
R2	123-247	123-247	123-028
R1	123-118	123-118	123-009	123-080
PP	123-042	123-042	123-042	123-022
S1	122-233	122-233	122-291	122-195
S2	122-157	122-157	122-272
S3	121-272	122-028	122-254
S4	121-067	121-143	122-197

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-257	125-113	123-044
R3	124-187	124-043	122-257
R2	123-117	123-117	122-222
R1	122-293	122-293	122-186	123-045
PP	122-047	122-047	122-047	122-082
S1	121-223	121-223	122-114	121-295
S2	120-297	120-297	122-078
S3	119-227	120-153	122-043
S4	118-157	119-083	121-256

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-170	121-170	2-000	1.6%	0-238	0.6%	72%	True	False	1,126,302
10	123-170	120-180	2-310	2.4%	0-192	0.5%	81%	True	False	644,942
20	123-170	120-040	3-130	2.8%	0-197	0.5%	83%	True	False	329,471
40	123-170	116-020	7-150	6.1%	0-171	0.4%	92%	True	False	165,360
60	123-170	116-020	7-150	6.1%	0-130	0.3%	92%	True	False	110,244

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	0-040
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-081
2.618	125-067
1.618	124-182
1.000	124-055
0.618	123-297
HIGH	123-170
0.618	123-092
0.500	123-068
0.382	123-043
LOW	122-285
0.618	122-158
1.000	122-080
1.618	121-273
2.618	121-068
4.250	120-054

Fisher Pivots for day following 02-Jun-2011
Pivot	1 day	3 day
R1	123-068	122-296
PP	123-042	122-282
S1	123-016	122-268

Download as Excel Spreadsheet

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

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