ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 27-Jun-2011

Day Change Summary
	Previous	Current
	24-Jun-2011	27-Jun-2011	Change	Change %	Previous Week
Open	124-075	124-260	0-185	0.5%	123-275
High	124-300	125-010	0-030	0.1%	124-300
Low	124-020	124-115	0-095	0.2%	123-165
Close	124-235	124-130	-0-105	-0.3%	124-235
Range	0-280	0-215	-0-065	-23.2%	1-135
ATR	0-227	0-227	-0-001	-0.4%	0-000
Volume	1,027,348	1,199,820	172,472	16.8%	5,799,527

Daily Pivots for day following 27-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-197	126-058	124-248
R3	125-302	125-163	124-189
R2	125-087	125-087	124-169
R1	124-268	124-268	124-150	124-230
PP	124-192	124-192	124-192	124-172
S1	124-053	124-053	124-110	124-015
S2	123-297	123-297	124-091
S3	123-082	123-158	124-071
S4	122-187	122-263	124-012

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	125-010	123-165	1-165	1.2%	0-218	0.5%	59%	True	False	1,196,771
10	125-010	122-145	2-185	2.1%	0-253	0.6%	76%	True	False	1,324,164
20	125-010	122-045	2-285	2.3%	0-240	0.6%	78%	True	False	1,282,715
40	125-010	119-190	5-140	4.4%	0-209	0.5%	89%	True	False	712,138
60	125-010	116-020	8-310	7.2%	0-187	0.5%	93%	True	False	475,064
80	125-010	116-020	8-310	7.2%	0-148	0.4%	93%	True	False	356,300

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	0-039
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-284
2.618	126-253
1.618	126-038
1.000	125-225
0.618	125-143
HIGH	125-010
0.618	124-248
0.500	124-222
0.382	124-197
LOW	124-115
0.618	123-302
1.000	123-220
1.618	123-087
2.618	122-192
4.250	121-161

Fisher Pivots for day following 27-Jun-2011
Pivot	1 day	3 day
R1	124-222	124-128
PP	124-192	124-125
S1	124-161	124-122

Download as Excel Spreadsheet

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

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