ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 07-Jul-2011

Day Change Summary
	Previous	Current
	06-Jul-2011	07-Jul-2011	Change	Change %	Previous Week
Open	122-230	122-280	0-050	0.1%	124-260
High	123-075	122-290	-0-105	-0.3%	125-010
Low	122-145	122-080	-0-065	-0.2%	121-225
Close	122-315	122-150	-0-165	-0.4%	121-315
Range	0-250	0-210	-0-040	-16.0%	3-105
ATR	0-255	0-254	-0-001	-0.6%	0-000
Volume	1,278,206	1,243,974	-34,232	-2.7%	7,132,788

Daily Pivots for day following 07-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-163	124-047	122-266
R3	123-273	123-157	122-208
R2	123-063	123-063	122-188
R1	122-267	122-267	122-169	122-220
PP	122-173	122-173	122-173	122-150
S1	122-057	122-057	122-131	122-010
S2	121-283	121-283	122-112
S3	121-073	121-167	122-092
S4	120-183	120-277	122-034

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	123-075	121-225	1-170	1.3%	0-271	0.7%	50%	False	False	1,324,698
10	125-010	121-225	3-105	2.7%	0-286	0.7%	23%	False	False	1,348,330
20	125-010	121-225	3-105	2.7%	0-265	0.7%	23%	False	False	1,327,129
40	125-010	120-090	4-240	3.9%	0-234	0.6%	46%	False	False	953,131
60	125-010	116-270	8-060	6.7%	0-205	0.5%	69%	False	False	636,192
80	125-010	116-020	8-310	7.3%	0-173	0.4%	71%	False	False	477,182
100	125-010	115-280	9-050	7.5%	0-144	0.4%	72%	False	False	381,746

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-050
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	125-222
2.618	124-200
1.618	123-310
1.000	123-180
0.618	123-100
HIGH	122-290
0.618	122-210
0.500	122-185
0.382	122-160
LOW	122-080
0.618	121-270
1.000	121-190
1.618	121-060
2.618	120-170
4.250	119-148

Fisher Pivots for day following 07-Jul-2011
Pivot	1 day	3 day
R1	122-185	122-192
PP	122-173	122-178
S1	122-162	122-164

Download as Excel Spreadsheet

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

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