ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 06-Jul-2011

Day Change Summary
	Previous	Current
	05-Jul-2011	06-Jul-2011	Change	Change %	Previous Week
Open	122-000	122-230	0-230	0.6%	124-260
High	122-250	123-075	0-145	0.4%	125-010
Low	121-310	122-145	0-155	0.4%	121-225
Close	122-210	122-315	0-105	0.3%	121-315
Range	0-260	0-250	-0-010	-3.8%	3-105
ATR	0-256	0-255	0-000	-0.2%	0-000
Volume	1,215,429	1,278,206	62,777	5.2%	7,132,788

Daily Pivots for day following 06-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-075	124-285	123-132
R3	124-145	124-035	123-064
R2	123-215	123-215	123-041
R1	123-105	123-105	123-018	123-160
PP	122-285	122-285	122-285	122-312
S1	122-175	122-175	122-292	122-230
S2	122-035	122-035	122-269
S3	121-105	121-245	122-246
S4	120-175	120-315	122-178

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	123-175	121-225	1-270	1.5%	0-290	0.7%	69%	False	False	1,406,802
10	125-010	121-225	3-105	2.7%	0-285	0.7%	38%	False	False	1,338,478
20	125-010	121-225	3-105	2.7%	0-266	0.7%	38%	False	False	1,335,177
40	125-010	120-090	4-240	3.9%	0-232	0.6%	57%	False	False	922,192
60	125-010	116-020	8-310	7.3%	0-207	0.5%	77%	False	False	615,483
80	125-010	116-020	8-310	7.3%	0-171	0.4%	77%	False	False	461,632
100	125-010	115-220	9-110	7.6%	0-142	0.4%	78%	False	False	369,306

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	0-052
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-178
2.618	125-090
1.618	124-160
1.000	124-005
0.618	123-230
HIGH	123-075
0.618	122-300
0.500	122-270
0.382	122-240
LOW	122-145
0.618	121-310
1.000	121-215
1.618	121-060
2.618	120-130
4.250	119-042

Fisher Pivots for day following 06-Jul-2011
Pivot	1 day	3 day
R1	122-300	122-260
PP	122-285	122-205
S1	122-270	122-150

Download as Excel Spreadsheet

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

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