ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 03-Jun-2011

Day Change Summary
	Previous	Current
	02-Jun-2011	03-Jun-2011	Change	Change %	Previous Week
Open	123-160	122-315	-0-165	-0.4%	122-165
High	123-170	123-260	0-090	0.2%	123-260
Low	122-285	122-305	0-020	0.1%	122-045
Close	122-310	123-105	0-115	0.3%	123-105
Range	0-205	0-275	0-070	34.1%	1-215
ATR	0-191	0-197	0-006	3.1%	0-000
Volume	1,462,883	1,556,828	93,945	6.4%	5,321,797

Daily Pivots for day following 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-302	125-158	123-256
R3	125-027	124-203	123-181
R2	124-072	124-072	123-155
R1	123-248	123-248	123-130	124-000
PP	123-117	123-117	123-117	123-152
S1	122-293	122-293	123-080	123-045
S2	122-162	122-162	123-055
S3	121-207	122-018	123-029
S4	120-252	121-063	122-274

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	128-035	127-125	124-079
R3	126-140	125-230	123-252
R2	124-245	124-245	123-203
R1	124-015	124-015	123-154	124-130
PP	123-030	123-030	123-030	123-088
S1	122-120	122-120	123-056	122-235
S2	121-135	121-135	123-007
S3	119-240	120-225	122-278
S4	118-025	119-010	122-131

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-260	122-045	1-215	1.4%	0-233	0.6%	71%	True	False	1,283,688
10	123-260	121-040	2-220	2.2%	0-198	0.5%	82%	True	False	796,364
20	123-260	120-040	3-220	3.0%	0-204	0.5%	87%	True	False	407,112
40	123-260	116-020	7-240	6.3%	0-173	0.4%	94%	True	False	204,263
60	123-260	116-020	7-240	6.3%	0-134	0.3%	94%	True	False	136,191
80	123-260	115-080	8-180	6.9%	0-107	0.3%	94%	True	False	102,144

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-149
2.618	126-020
1.618	125-065
1.000	124-215
0.618	124-110
HIGH	123-260
0.618	123-155
0.500	123-122
0.382	123-090
LOW	122-305
0.618	122-135
1.000	122-030
1.618	121-180
2.618	120-225
4.250	119-096

Fisher Pivots for day following 03-Jun-2011
Pivot	1 day	3 day
R1	123-122	123-080
PP	123-117	123-055
S1	123-111	123-030

Download as Excel Spreadsheet

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

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