ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 28-Jun-2011

Day Change Summary
	Previous	Current
	27-Jun-2011	28-Jun-2011	Change	Change %	Previous Week
Open	124-260	124-130	-0-130	-0.3%	123-275
High	125-010	124-190	-0-140	-0.3%	124-300
Low	124-115	123-075	-1-040	-0.9%	123-165
Close	124-130	123-105	-1-025	-0.9%	124-235
Range	0-215	1-115	0-220	102.3%	1-135
ATR	0-227	0-241	0-015	6.6%	0-000
Volume	1,199,820	1,392,593	192,773	16.1%	5,799,527

Daily Pivots for day following 28-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	127-255	126-295	124-024
R3	126-140	125-180	123-225
R2	125-025	125-025	123-185
R1	124-065	124-065	123-145	123-308
PP	123-230	123-230	123-230	123-191
S1	122-270	122-270	123-065	122-192
S2	122-115	122-115	123-025
S3	121-000	121-155	122-305
S4	119-205	120-040	122-186

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	123-075	1-255	1.5%	0-280	0.7%	5%	False	True	1,270,154
10	125-010	122-175	2-155	2.0%	0-264	0.7%	31%	False	False	1,315,952
20	125-010	122-120	2-210	2.2%	0-252	0.6%	36%	False	False	1,316,376
40	125-010	119-270	5-060	4.2%	0-216	0.5%	67%	False	False	746,901
60	125-010	116-020	8-310	7.3%	0-191	0.5%	81%	False	False	498,273
80	125-010	116-020	8-310	7.3%	0-154	0.4%	81%	False	False	373,707

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Widest range in 98 trading days

Fibonacci Retracements and Extensions
4.250	130-119
2.618	128-049
1.618	126-254
1.000	125-305
0.618	125-139
HIGH	124-190
0.618	124-024
0.500	123-292
0.382	123-241
LOW	123-075
0.618	122-126
1.000	121-280
1.618	121-011
2.618	119-216
4.250	117-146

Fisher Pivots for day following 28-Jun-2011
Pivot	1 day	3 day
R1	123-292	124-042
PP	123-230	123-277
S1	123-168	123-191

Download as Excel Spreadsheet

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

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