ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 24-Jun-2011

Day Change Summary
	Previous	Current
	23-Jun-2011	24-Jun-2011	Change	Change %	Previous Week
Open	123-255	124-075	0-140	0.4%	123-275
High	124-185	124-300	0-115	0.3%	124-300
Low	123-235	124-020	0-105	0.3%	123-165
Close	124-110	124-235	0-125	0.3%	124-235
Range	0-270	0-280	0-010	3.7%	1-135
ATR	0-223	0-227	0-004	1.8%	0-000
Volume	1,585,555	1,027,348	-558,207	-35.2%	5,799,527

Daily Pivots for day following 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	127-065	126-270	125-069
R3	126-105	125-310	124-312
R2	125-145	125-145	124-286
R1	125-030	125-030	124-261	125-088
PP	124-185	124-185	124-185	124-214
S1	124-070	124-070	124-209	124-128
S2	123-225	123-225	124-184
S3	122-265	123-110	124-158
S4	121-305	122-150	124-081

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	128-212	128-038	125-165
R3	127-077	126-223	125-040
R2	125-262	125-262	124-318
R1	125-088	125-088	124-277	125-175
PP	124-127	124-127	124-127	124-170
S1	123-273	123-273	124-193	124-040
S2	122-312	122-312	124-152
S3	121-177	122-138	124-110
S4	120-042	121-003	123-305

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-300	123-165	1-135	1.1%	0-219	0.5%	86%	True	False	1,159,905
10	124-300	122-145	2-155	2.0%	0-250	0.6%	92%	True	False	1,302,178
20	124-300	122-045	2-255	2.2%	0-236	0.6%	93%	True	False	1,277,557
40	124-300	119-150	5-150	4.4%	0-205	0.5%	96%	True	False	682,205
60	124-300	116-020	8-280	7.1%	0-184	0.5%	98%	True	False	455,067
80	124-300	116-020	8-280	7.1%	0-150	0.4%	98%	True	False	341,302

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	128-210
2.618	127-073
1.618	126-113
1.000	125-260
0.618	125-153
HIGH	124-300
0.618	124-193
0.500	124-160
0.382	124-127
LOW	124-020
0.618	123-167
1.000	123-060
1.618	122-207
2.618	121-247
4.250	120-110

Fisher Pivots for day following 24-Jun-2011
Pivot	1 day	3 day
R1	124-210	124-181
PP	124-185	124-127
S1	124-160	124-072

Download as Excel Spreadsheet

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

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