ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 17-Jun-2011

Day Change Summary
	Previous	Current
	16-Jun-2011	17-Jun-2011	Change	Change %	Previous Week
Open	123-220	123-315	0-095	0.2%	123-175
High	124-160	124-040	-0-120	-0.3%	124-160
Low	123-175	123-180	0-005	0.0%	122-145
Close	124-045	123-290	-0-075	-0.2%	123-290
Range	0-305	0-180	-0-125	-41.0%	2-015
ATR	0-230	0-227	-0-003	-1.4%	0-000
Volume	1,791,702	1,080,151	-711,551	-39.7%	7,222,253

Daily Pivots for day following 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-177	125-093	124-069
R3	124-317	124-233	124-020
R2	124-137	124-137	124-003
R1	124-053	124-053	123-306	124-005
PP	123-277	123-277	123-277	123-252
S1	123-193	123-193	123-274	123-145
S2	123-097	123-097	123-257
S3	122-237	123-013	123-240
S4	122-057	122-153	123-191

Weekly Pivots for week ending 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-243	128-282	125-010
R3	127-228	126-267	124-150
R2	125-213	125-213	124-090
R1	124-252	124-252	124-030	125-072
PP	123-198	123-198	123-198	123-269
S1	122-237	122-237	123-230	123-058
S2	121-183	121-183	123-170
S3	119-168	120-222	123-110
S4	117-153	118-207	122-250

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	1.7%	0-282	0.7%	71%	False	False	1,444,450
10	124-160	122-145	2-015	1.7%	0-246	0.6%	71%	False	False	1,333,317
20	124-160	121-040	3-120	2.7%	0-222	0.6%	82%	False	False	1,064,840
40	124-160	118-090	6-070	5.0%	0-195	0.5%	90%	False	False	537,413
60	124-160	116-020	8-140	6.8%	0-169	0.4%	93%	False	False	358,410
80	124-160	116-020	8-140	6.8%	0-136	0.3%	93%	False	False	268,809

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-036
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	126-165
2.618	125-191
1.618	125-011
1.000	124-220
0.618	124-151
HIGH	124-040
0.618	123-291
0.500	123-270
0.382	123-249
LOW	123-180
0.618	123-069
1.000	123-000
1.618	122-209
2.618	122-029
4.250	121-055

Fisher Pivots for day following 17-Jun-2011
Pivot	1 day	3 day
R1	123-283	123-249
PP	123-277	123-208
S1	123-270	123-168

Download as Excel Spreadsheet

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

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