ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 06-Jun-2011

Day Change Summary
	Previous	Current
	03-Jun-2011	06-Jun-2011	Change	Change %	Previous Week
Open	122-315	123-120	0-125	0.3%	122-165
High	123-260	123-155	-0-105	-0.3%	123-260
Low	122-305	123-005	0-020	0.1%	122-045
Close	123-105	123-110	0-005	0.0%	123-105
Range	0-275	0-150	-0-125	-45.5%	1-215
ATR	0-197	0-194	-0-003	-1.7%	0-000
Volume	1,556,828	928,469	-628,359	-40.4%	5,321,797

Daily Pivots for day following 06-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-220	124-155	123-192
R3	124-070	124-005	123-151
R2	123-240	123-240	123-138
R1	123-175	123-175	123-124	123-132
PP	123-090	123-090	123-090	123-069
S1	123-025	123-025	123-096	122-302
S2	122-260	122-260	123-082
S3	122-110	122-195	123-069
S4	121-280	122-045	123-028

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%	0-235	0.6%	72%	False	False	1,250,053
10	123-260	121-120	2-140	2.0%	0-202	0.5%	81%	False	False	882,873
20	123-260	120-090	3-170	2.9%	0-197	0.5%	87%	False	False	453,236
40	123-260	116-020	7-240	6.3%	0-174	0.4%	94%	False	False	227,468
60	123-260	116-020	7-240	6.3%	0-137	0.3%	94%	False	False	151,665
80	123-260	115-080	8-180	6.9%	0-109	0.3%	95%	False	False	113,750

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-034
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-152
2.618	124-228
1.618	124-078
1.000	123-305
0.618	123-248
HIGH	123-155
0.618	123-098
0.500	123-080
0.382	123-062
LOW	123-005
0.618	122-232
1.000	122-175
1.618	122-082
2.618	121-252
4.250	121-008

Fisher Pivots for day following 06-Jun-2011
Pivot	1 day	3 day
R1	123-100	123-112
PP	123-090	123-112
S1	123-080	123-111

Download as Excel Spreadsheet

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

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