ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 19-Jul-2011

Day Change Summary
	Previous	Current
	18-Jul-2011	19-Jul-2011	Change	Change %	Previous Week
Open	124-280	124-250	-0-030	-0.1%	123-265
High	125-055	125-030	-0-025	-0.1%	125-120
Low	124-230	124-140	-0-090	-0.2%	123-195
Close	124-300	124-295	-0-005	0.0%	124-275
Range	0-145	0-210	0-065	44.8%	1-245
ATR	0-259	0-255	-0-003	-1.3%	0-000
Volume	929,611	1,071,842	142,231	15.3%	6,997,185

Daily Pivots for day following 19-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-252	126-163	125-090
R3	126-042	125-273	125-033
R2	125-152	125-152	125-014
R1	125-063	125-063	124-314	125-108
PP	124-262	124-262	124-262	124-284
S1	124-173	124-173	124-276	124-218
S2	124-052	124-052	124-256
S3	123-162	123-283	124-237
S4	122-272	123-073	124-180

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-292	129-048	125-266
R3	128-047	127-123	125-110
R2	126-122	126-122	125-059
R1	125-198	125-198	125-007	126-000
PP	124-197	124-197	124-197	124-258
S1	123-273	123-273	124-223	124-075
S2	122-272	122-272	124-171
S3	121-027	122-028	124-120
S4	119-102	120-103	123-284

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-055	124-070	0-305	0.8%	0-199	0.5%	74%	False	False	1,185,224
10	125-120	122-065	3-055	2.5%	0-264	0.7%	86%	False	False	1,320,749
20	125-120	121-225	3-215	2.9%	0-268	0.7%	88%	False	False	1,316,987
40	125-120	121-120	4-000	3.2%	0-248	0.6%	89%	False	False	1,214,716
60	125-120	118-170	6-270	5.5%	0-220	0.6%	93%	False	False	814,187
80	125-120	116-020	9-100	7.5%	0-195	0.5%	95%	False	False	610,747
100	125-120	116-020	9-100	7.5%	0-165	0.4%	95%	False	False	488,599

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	0-060
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-282
2.618	126-260
1.618	126-050
1.000	125-240
0.618	125-160
HIGH	125-030
0.618	124-270
0.500	124-245
0.382	124-220
LOW	124-140
0.618	124-010
1.000	123-250
1.618	123-120
2.618	122-230
4.250	121-208

Fisher Pivots for day following 19-Jul-2011
Pivot	1 day	3 day
R1	124-278	124-272
PP	124-262	124-248
S1	124-245	124-225

Download as Excel Spreadsheet

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

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