ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 16-Jun-2011

Day Change Summary
	Previous	Current
	15-Jun-2011	16-Jun-2011	Change	Change %	Previous Week
Open	122-185	123-220	1-035	0.9%	123-120
High	123-265	124-160	0-215	0.5%	124-005
Low	122-175	123-175	1-000	0.8%	122-290
Close	123-220	124-045	0-145	0.4%	123-165
Range	1-090	0-305	-0-105	-25.6%	1-035
ATR	0-225	0-230	0-006	2.6%	0-000
Volume	1,895,730	1,791,702	-104,028	-5.5%	6,110,921

Daily Pivots for day following 16-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-295	126-155	124-213
R3	125-310	125-170	124-129
R2	125-005	125-005	124-101
R1	124-185	124-185	124-073	124-255
PP	124-020	124-020	124-020	124-055
S1	123-200	123-200	124-017	123-270
S2	123-035	123-035	123-309
S3	122-050	122-215	123-281
S4	121-065	121-230	123-197

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	124-160	122-145	2-015	1.6%	0-285	0.7%	82%	True	False	1,438,902
10	124-160	122-145	2-015	1.6%	0-256	0.6%	82%	True	False	1,380,985
20	124-160	120-180	3-300	3.2%	0-224	0.6%	91%	True	False	1,012,963
40	124-160	118-090	6-070	5.0%	0-192	0.5%	94%	True	False	510,422
60	124-160	116-020	8-140	6.8%	0-169	0.4%	96%	True	False	340,407
80	124-160	116-020	8-140	6.8%	0-135	0.3%	96%	True	False	255,307

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-032
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-176
2.618	126-318
1.618	126-013
1.000	125-145
0.618	125-028
HIGH	124-160
0.618	124-043
0.500	124-008
0.382	123-292
LOW	123-175
0.618	122-307
1.000	122-190
1.618	122-002
2.618	121-017
4.250	119-159

Fisher Pivots for day following 16-Jun-2011
Pivot	1 day	3 day
R1	124-032	123-294
PP	124-020	123-223
S1	124-008	123-152

Download as Excel Spreadsheet

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

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