ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 29-Jun-2011

Day Change Summary
	Previous	Current
	28-Jun-2011	29-Jun-2011	Change	Change %	Previous Week
Open	124-130	123-140	-0-310	-0.8%	123-275
High	124-190	123-175	-1-015	-0.8%	124-300
Low	123-075	122-190	-0-205	-0.5%	123-165
Close	123-105	122-270	-0-155	-0.4%	124-235
Range	1-115	0-305	-0-130	-29.9%	1-135
ATR	0-241	0-246	0-005	1.9%	0-000
Volume	1,392,593	1,654,494	261,901	18.8%	5,799,527

Daily Pivots for day following 29-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-273	125-097	123-118
R3	124-288	124-112	123-034
R2	123-303	123-303	123-006
R1	123-127	123-127	122-298	123-062
PP	122-318	122-318	122-318	122-286
S1	122-142	122-142	122-242	122-078
S2	122-013	122-013	122-214
S3	121-028	121-157	122-186
S4	120-043	120-172	122-102

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	122-190	2-140	2.0%	0-301	0.8%	10%	False	True	1,371,962
10	125-010	122-190	2-140	2.0%	0-254	0.6%	10%	False	True	1,291,828
20	125-010	122-145	2-185	2.1%	0-250	0.6%	15%	False	False	1,319,965
40	125-010	119-270	5-060	4.2%	0-222	0.6%	58%	False	False	788,203
60	125-010	116-020	8-310	7.3%	0-196	0.5%	76%	False	False	525,847
80	125-010	116-020	8-310	7.3%	0-157	0.4%	76%	False	False	394,388

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	0-046
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-191
2.618	126-013
1.618	125-028
1.000	124-160
0.618	124-043
HIGH	123-175
0.618	123-058
0.500	123-022
0.382	122-307
LOW	122-190
0.618	122-002
1.000	121-205
1.618	121-017
2.618	120-032
4.250	118-174

Fisher Pivots for day following 29-Jun-2011
Pivot	1 day	3 day
R1	123-022	123-260
PP	122-318	123-157
S1	122-294	123-053

Download as Excel Spreadsheet

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

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