ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 07-Jun-2011

Day Change Summary
	Previous	Current
	06-Jun-2011	07-Jun-2011	Change	Change %	Previous Week
Open	123-120	123-125	0-005	0.0%	122-165
High	123-155	123-165	0-010	0.0%	123-260
Low	123-005	122-290	-0-035	-0.1%	122-045
Close	123-110	123-085	-0-025	-0.1%	123-105
Range	0-150	0-195	0-045	30.0%	1-215
ATR	0-194	0-194	0-000	0.0%	0-000
Volume	928,469	1,127,108	198,639	21.4%	5,321,797

Daily Pivots for day following 07-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-018	124-247	123-192
R3	124-143	124-052	123-139
R2	123-268	123-268	123-121
R1	123-177	123-177	123-103	123-125
PP	123-073	123-073	123-073	123-048
S1	122-302	122-302	123-067	122-250
S2	122-198	122-198	123-049
S3	122-003	122-107	123-031
S4	121-128	121-232	122-298

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	122-120	1-140	1.2%	0-238	0.6%	62%	False	False	1,331,600
10	123-260	121-120	2-140	2.0%	0-205	0.5%	78%	False	False	988,544
20	123-260	120-090	3-170	2.9%	0-200	0.5%	85%	False	False	509,207
40	123-260	116-020	7-240	6.3%	0-177	0.4%	93%	False	False	255,636
60	123-260	116-020	7-240	6.3%	0-140	0.4%	93%	False	False	170,450
80	123-260	115-220	8-040	6.6%	0-111	0.3%	93%	False	False	127,839

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-034
2.618	125-036
1.618	124-161
1.000	124-040
0.618	123-286
HIGH	123-165
0.618	123-091
0.500	123-068
0.382	123-044
LOW	122-290
0.618	122-169
1.000	122-095
1.618	121-294
2.618	121-099
4.250	120-101

Fisher Pivots for day following 07-Jun-2011
Pivot	1 day	3 day
R1	123-079	123-115
PP	123-073	123-105
S1	123-068	123-095

Download as Excel Spreadsheet

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

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