ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 22-Jun-2011

Day Change Summary
	Previous	Current
	21-Jun-2011	22-Jun-2011	Change	Change %	Previous Week
Open	123-275	123-205	-0-070	-0.2%	123-175
High	123-300	124-045	0-065	0.2%	124-160
Low	123-175	123-165	-0-010	0.0%	122-145
Close	123-205	123-210	0-005	0.0%	123-290
Range	0-125	0-200	0-075	60.0%	2-015
ATR	0-219	0-218	-0-001	-0.6%	0-000
Volume	1,025,680	1,145,456	119,776	11.7%	7,222,253

Daily Pivots for day following 22-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-207	125-088	124-000
R3	125-007	124-208	123-265
R2	124-127	124-127	123-247
R1	124-008	124-008	123-228	124-068
PP	123-247	123-247	123-247	123-276
S1	123-128	123-128	123-192	123-188
S2	123-047	123-047	123-173
S3	122-167	122-248	123-155
S4	121-287	122-048	123-100

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	123-165	0-315	0.8%	0-206	0.5%	14%	False	True	1,211,695
10	124-160	122-145	2-015	1.7%	0-244	0.6%	59%	False	False	1,305,928
20	124-160	121-170	2-310	2.4%	0-228	0.6%	72%	False	False	1,203,984
40	124-160	118-280	5-200	4.5%	0-198	0.5%	85%	False	False	616,988
60	124-160	116-020	8-140	6.8%	0-176	0.4%	90%	False	False	411,519
80	124-160	116-020	8-140	6.8%	0-143	0.4%	90%	False	False	308,641

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-255
2.618	125-249
1.618	125-049
1.000	124-245
0.618	124-169
HIGH	124-045
0.618	123-289
0.500	123-265
0.382	123-241
LOW	123-165
0.618	123-041
1.000	122-285
1.618	122-161
2.618	121-281
4.250	120-275

Fisher Pivots for day following 22-Jun-2011
Pivot	1 day	3 day
R1	123-265	123-298
PP	123-247	123-268
S1	123-228	123-239

Download as Excel Spreadsheet

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

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