ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 01-Jul-2011

Day Change Summary
	Previous	Current
	30-Jun-2011	01-Jul-2011	Change	Change %	Previous Week
Open	122-275	122-075	-0-200	-0.5%	124-260
High	123-025	122-155	-0-190	-0.5%	125-010
Low	121-280	121-225	-0-055	-0.1%	121-225
Close	122-105	121-315	-0-110	-0.3%	121-315
Range	1-065	0-250	-0-135	-35.1%	3-105
ATR	0-256	0-256	0-000	-0.2%	0-000
Volume	1,730,283	1,155,598	-574,685	-33.2%	7,132,788

Daily Pivots for day following 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-128	123-312	122-132
R3	123-198	123-062	122-064
R2	122-268	122-268	122-041
R1	122-132	122-132	122-018	122-075
PP	122-018	122-018	122-018	121-310
S1	121-202	121-202	121-292	121-145
S2	121-088	121-088	121-269
S3	120-158	120-272	121-246
S4	119-228	120-022	121-178

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-285	130-245	123-261
R3	129-180	127-140	122-288
R2	126-075	126-075	122-190
R1	124-035	124-035	122-093	123-162
PP	122-290	122-290	122-290	122-194
S1	120-250	120-250	121-217	120-058
S2	119-185	119-185	121-120
S3	116-080	117-145	121-022
S4	112-295	114-040	120-049

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-010	121-225	3-105	2.7%	0-318	0.8%	8%	False	True	1,426,557
10	125-010	121-225	3-105	2.7%	0-268	0.7%	8%	False	True	1,293,231
20	125-010	121-225	3-105	2.7%	0-257	0.7%	8%	False	True	1,313,274
40	125-010	120-040	4-290	4.0%	0-231	0.6%	38%	False	False	860,193
60	125-010	116-020	8-310	7.4%	0-201	0.5%	66%	False	False	573,933
80	125-010	116-020	8-310	7.4%	0-165	0.4%	66%	False	False	430,461
100	125-010	115-080	9-250	8.0%	0-137	0.4%	69%	False	False	344,370

Crabel Price Patterns
NR	True
NR4	True
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	0-052
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-258
2.618	124-170
1.618	123-240
1.000	123-085
0.618	122-310
HIGH	122-155
0.618	122-060
0.500	122-030
0.382	122-000
LOW	121-225
0.618	121-070
1.000	120-295
1.618	120-140
2.618	119-210
4.250	118-122

Fisher Pivots for day following 01-Jul-2011
Pivot	1 day	3 day
R1	122-030	122-200
PP	122-018	122-132
S1	122-007	122-063

Download as Excel Spreadsheet

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

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