ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 05-Jul-2011

Day Change Summary
	Previous	Current
	01-Jul-2011	05-Jul-2011	Change	Change %	Previous Week
Open	122-075	122-000	-0-075	-0.2%	124-260
High	122-155	122-250	0-095	0.2%	125-010
Low	121-225	121-310	0-085	0.2%	121-225
Close	121-315	122-210	0-215	0.6%	121-315
Range	0-250	0-260	0-010	4.0%	3-105
ATR	0-256	0-256	0-000	0.1%	0-000
Volume	1,155,598	1,215,429	59,831	5.2%	7,132,788

Daily Pivots for day following 05-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-290	124-190	123-033
R3	124-030	123-250	122-282
R2	123-090	123-090	122-258
R1	122-310	122-310	122-234	123-040
PP	122-150	122-150	122-150	122-175
S1	122-050	122-050	122-186	122-100
S2	121-210	121-210	122-162
S3	120-270	121-110	122-138
S4	120-010	120-170	122-067

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	124-190	121-225	2-285	2.4%	1-007	0.8%	33%	False	False	1,429,679
10	125-010	121-225	3-105	2.7%	0-272	0.7%	29%	False	False	1,313,225
20	125-010	121-225	3-105	2.7%	0-263	0.7%	29%	False	False	1,327,622
40	125-010	120-090	4-240	3.9%	0-230	0.6%	50%	False	False	890,429
60	125-010	116-020	8-310	7.3%	0-204	0.5%	74%	False	False	594,186
80	125-010	116-020	8-310	7.3%	0-168	0.4%	74%	False	False	445,654
100	125-010	115-080	9-250	8.0%	0-140	0.4%	76%	False	False	356,524

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-075
2.618	124-291
1.618	124-031
1.000	123-190
0.618	123-091
HIGH	122-250
0.618	122-151
0.500	122-120
0.382	122-089
LOW	121-310
0.618	121-149
1.000	121-050
1.618	120-209
2.618	119-269
4.250	118-165

Fisher Pivots for day following 05-Jul-2011
Pivot	1 day	3 day
R1	122-180	122-182
PP	122-150	122-153
S1	122-120	122-125

Download as Excel Spreadsheet

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

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