ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 08-Jul-2011

Day Change Summary
	Previous	Current
	07-Jul-2011	08-Jul-2011	Change	Change %	Previous Week
Open	122-280	122-170	-0-110	-0.3%	122-000
High	122-290	123-295	1-005	0.8%	123-295
Low	122-080	122-065	-0-015	0.0%	121-310
Close	122-150	123-230	1-080	1.0%	123-230
Range	0-210	1-230	1-020	161.9%	1-305
ATR	0-254	0-275	0-021	8.3%	0-000
Volume	1,243,974	1,686,676	442,702	35.6%	5,424,285

Daily Pivots for day following 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	128-140	127-255	124-212
R3	126-230	126-025	124-061
R2	125-000	125-000	124-011
R1	124-115	124-115	123-280	124-218
PP	123-090	123-090	123-090	123-141
S1	122-205	122-205	123-180	122-308
S2	121-180	121-180	123-129
S3	119-270	120-295	123-079
S4	118-040	119-065	122-248

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-020	128-110	124-254
R3	127-035	126-125	124-082
R2	125-050	125-050	124-025
R1	124-140	124-140	123-287	124-255
PP	123-065	123-065	123-065	123-122
S1	122-155	122-155	123-173	122-270
S2	121-080	121-080	123-115
S3	119-095	120-170	123-058
S4	117-110	118-185	122-206

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-295	121-225	2-070	1.8%	0-304	0.8%	91%	True	False	1,315,976
10	125-010	121-225	3-105	2.7%	0-314	0.8%	61%	False	False	1,358,442
20	125-010	121-225	3-105	2.7%	0-278	0.7%	61%	False	False	1,331,563
40	125-010	120-180	4-150	3.6%	0-242	0.6%	71%	False	False	994,962
60	125-010	117-060	7-270	6.3%	0-210	0.5%	83%	False	False	664,301
80	125-010	116-020	8-310	7.2%	0-180	0.5%	85%	False	False	498,265
100	125-010	115-300	9-030	7.4%	0-150	0.4%	86%	False	False	398,613

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-058
Widest range in 105 trading days

Fibonacci Retracements and Extensions
4.250	131-072
2.618	128-135
1.618	126-225
1.000	125-205
0.618	124-315
HIGH	123-295
0.618	123-085
0.500	123-020
0.382	122-275
LOW	122-065
0.618	121-045
1.000	120-155
1.618	119-135
2.618	117-225
4.250	114-288

Fisher Pivots for day following 08-Jul-2011
Pivot	1 day	3 day
R1	123-160	123-160
PP	123-090	123-090
S1	123-020	123-020

Download as Excel Spreadsheet

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

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