ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 09-Jun-2011

Day Change Summary
	Previous	Current
	08-Jun-2011	09-Jun-2011	Change	Change %	Previous Week
Open	123-120	123-270	0-150	0.4%	122-165
High	123-310	124-005	0-015	0.0%	123-260
Low	123-085	123-040	-0-045	-0.1%	122-045
Close	123-230	123-085	-0-145	-0.4%	123-105
Range	0-225	0-285	0-060	26.7%	1-215
ATR	0-196	0-202	0-006	3.2%	0-000
Volume	1,404,941	1,597,994	193,053	13.7%	5,321,797

Daily Pivots for day following 09-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-045	125-190	123-242
R3	125-080	124-225	123-163
R2	124-115	124-115	123-137
R1	123-260	123-260	123-111	123-205
PP	123-150	123-150	123-150	123-122
S1	122-295	122-295	123-059	122-240
S2	122-185	122-185	123-033
S3	121-220	122-010	123-007
S4	120-255	121-045	122-248

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	124-005	122-290	1-035	0.9%	0-226	0.6%	32%	True	False	1,323,068
10	124-005	121-170	2-155	2.0%	0-232	0.6%	70%	True	False	1,224,685
20	124-005	120-180	3-145	2.8%	0-205	0.5%	78%	True	False	658,362
40	124-005	117-060	6-265	5.5%	0-176	0.4%	89%	True	False	330,670
60	124-005	116-020	7-305	6.5%	0-147	0.4%	91%	True	False	220,499
80	124-005	115-300	8-025	6.6%	0-118	0.3%	91%	True	False	165,376

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	127-256
2.618	126-111
1.618	125-146
1.000	124-290
0.618	124-181
HIGH	124-005
0.618	123-216
0.500	123-182
0.382	123-149
LOW	123-040
0.618	122-184
1.000	122-075
1.618	121-219
2.618	120-254
4.250	119-109

Fisher Pivots for day following 09-Jun-2011
Pivot	1 day	3 day
R1	123-182	123-148
PP	123-150	123-127
S1	123-118	123-106

Download as Excel Spreadsheet

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

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