ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 20-Jul-2011

Day Change Summary
	Previous	Current
	19-Jul-2011	20-Jul-2011	Change	Change %	Previous Week
Open	124-250	124-310	0-060	0.2%	123-265
High	125-030	124-310	-0-040	-0.1%	125-120
Low	124-140	124-160	0-020	0.1%	123-195
Close	124-295	124-190	-0-105	-0.3%	124-275
Range	0-210	0-150	-0-060	-28.6%	1-245
ATR	0-255	0-248	-0-008	-2.9%	0-000
Volume	1,071,842	931,832	-140,010	-13.1%	6,997,185

Daily Pivots for day following 20-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-030	125-260	124-272
R3	125-200	125-110	124-231
R2	125-050	125-050	124-218
R1	124-280	124-280	124-204	124-250
PP	124-220	124-220	124-220	124-205
S1	124-130	124-130	124-176	124-100
S2	124-070	124-070	124-162
S3	123-240	123-300	124-149
S4	123-090	123-150	124-108

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	124-075	0-300	0.8%	0-183	0.5%	38%	False	False	1,086,957
10	125-120	122-065	3-055	2.5%	0-254	0.6%	75%	False	False	1,286,112
20	125-120	121-225	3-215	2.9%	0-270	0.7%	79%	False	False	1,312,295
40	125-120	121-120	4-000	3.2%	0-248	0.6%	80%	False	False	1,236,252
60	125-120	118-240	6-200	5.3%	0-221	0.6%	88%	False	False	829,675
80	125-120	116-020	9-100	7.5%	0-197	0.5%	92%	False	False	622,395
100	125-120	116-020	9-100	7.5%	0-166	0.4%	92%	False	False	497,917

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	126-308
2.618	126-063
1.618	125-233
1.000	125-140
0.618	125-083
HIGH	124-310
0.618	124-253
0.500	124-235
0.382	124-217
LOW	124-160
0.618	124-067
1.000	124-010
1.618	123-237
2.618	123-087
4.250	122-162

Fisher Pivots for day following 20-Jul-2011
Pivot	1 day	3 day
R1	124-235	124-258
PP	124-220	124-235
S1	124-205	124-212

Download as Excel Spreadsheet

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

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