ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 20-Jun-2011

Day Change Summary
	Previous	Current
	17-Jun-2011	20-Jun-2011	Change	Change %	Previous Week
Open	123-315	123-275	-0-040	-0.1%	123-175
High	124-040	124-110	0-070	0.2%	124-160
Low	123-180	123-210	0-030	0.1%	122-145
Close	123-290	123-260	-0-030	-0.1%	123-290
Range	0-180	0-220	0-040	22.2%	2-015
ATR	0-227	0-227	-0-001	-0.2%	0-000
Volume	1,080,151	1,015,488	-64,663	-6.0%	7,222,253

Daily Pivots for day following 20-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-000	125-190	124-061
R3	125-100	124-290	124-000
R2	124-200	124-200	123-300
R1	124-070	124-070	123-280	124-025
PP	123-300	123-300	123-300	123-278
S1	123-170	123-170	123-240	123-125
S2	123-080	123-080	123-220
S3	122-180	122-270	123-200
S4	121-280	122-050	123-139

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%	0-288	0.7%	66%	False	False	1,451,557
10	124-160	122-145	2-015	1.7%	0-253	0.6%	66%	False	False	1,342,019
20	124-160	121-120	3-040	2.5%	0-227	0.6%	78%	False	False	1,112,446
40	124-160	118-170	5-310	4.8%	0-197	0.5%	88%	False	False	562,786
60	124-160	116-020	8-140	6.8%	0-171	0.4%	92%	False	False	375,334
80	124-160	116-020	8-140	6.8%	0-139	0.4%	92%	False	False	281,502

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-085
2.618	126-046
1.618	125-146
1.000	125-010
0.618	124-246
HIGH	124-110
0.618	124-026
0.500	124-000
0.382	123-294
LOW	123-210
0.618	123-074
1.000	122-310
1.618	122-174
2.618	121-274
4.250	120-235

Fisher Pivots for day following 20-Jun-2011
Pivot	1 day	3 day
R1	124-000	124-008
PP	123-300	123-305
S1	123-280	123-282

Download as Excel Spreadsheet

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

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