ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 14-Jun-2011

Day Change Summary
	Previous	Current
	13-Jun-2011	14-Jun-2011	Change	Change %	Previous Week
Open	123-175	123-135	-0-040	-0.1%	123-120
High	123-230	123-150	-0-080	-0.2%	124-005
Low	123-040	122-145	-0-215	-0.5%	122-290
Close	123-110	122-170	-0-260	-0.7%	123-165
Range	0-190	1-005	0-135	71.1%	1-035
ATR	0-201	0-210	0-009	4.4%	0-000
Volume	979,956	1,474,714	494,758	50.5%	6,110,921

Daily Pivots for day following 14-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-277	125-068	123-029
R3	124-272	124-063	122-259
R2	123-267	123-267	122-230
R1	123-058	123-058	122-200	123-000
PP	122-262	122-262	122-262	122-232
S1	122-053	122-053	122-140	121-315
S2	121-257	121-257	122-110
S3	120-252	121-048	122-081
S4	119-247	120-043	121-311

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-258	126-087	124-040
R3	125-223	125-052	123-263
R2	124-188	124-188	123-230
R1	124-017	124-017	123-198	124-102
PP	123-153	123-153	123-153	123-196
S1	122-302	122-302	123-132	123-068
S2	122-118	122-118	123-100
S3	121-083	121-267	123-067
S4	120-048	120-232	122-290

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-005	122-145	1-180	1.3%	0-244	0.6%	5%	False	True	1,302,002
10	124-005	122-120	1-205	1.3%	0-241	0.6%	10%	False	False	1,316,801
20	124-005	120-180	3-145	2.8%	0-210	0.5%	57%	False	False	830,985
40	124-005	118-020	5-305	4.9%	0-182	0.5%	75%	False	False	418,277
60	124-005	116-020	7-305	6.5%	0-158	0.4%	81%	False	False	278,950
80	124-005	116-020	7-305	6.5%	0-126	0.3%	81%	False	False	209,214

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	127-251
2.618	126-041
1.618	125-036
1.000	124-155
0.618	124-031
HIGH	123-150
0.618	123-026
0.500	122-308
0.382	122-269
LOW	122-145
0.618	121-264
1.000	121-140
1.618	120-259
2.618	119-254
4.250	118-044

Fisher Pivots for day following 14-Jun-2011
Pivot	1 day	3 day
R1	122-308	123-042
PP	122-262	122-298
S1	122-216	122-234

Download as Excel Spreadsheet

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

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