ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 21-Jul-2011

Day Change Summary
	Previous	Current
	20-Jul-2011	21-Jul-2011	Change	Change %	Previous Week
Open	124-310	124-195	-0-115	-0.3%	123-265
High	124-310	124-235	-0-075	-0.2%	125-120
Low	124-160	123-220	-0-260	-0.7%	123-195
Close	124-190	124-000	-0-190	-0.5%	124-275
Range	0-150	1-015	0-185	123.3%	1-245
ATR	0-248	0-254	0-006	2.5%	0-000
Volume	931,832	1,588,546	656,714	70.5%	6,997,185

Daily Pivots for day following 21-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	127-090	126-220	124-184
R3	126-075	125-205	124-092
R2	125-060	125-060	124-061
R1	124-190	124-190	124-031	124-118
PP	124-045	124-045	124-045	124-009
S1	123-175	123-175	123-289	123-102
S2	123-030	123-030	123-259
S3	122-015	122-160	123-228
S4	121-000	121-145	123-136

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	123-220	1-155	1.2%	0-211	0.5%	21%	False	True	1,138,767
10	125-120	122-065	3-055	2.6%	0-266	0.7%	57%	False	False	1,320,569
20	125-120	121-225	3-215	3.0%	0-276	0.7%	63%	False	False	1,334,449
40	125-120	121-170	3-270	3.1%	0-252	0.6%	64%	False	False	1,269,216
60	125-120	118-280	6-160	5.2%	0-224	0.6%	79%	False	False	856,142
80	125-120	116-020	9-100	7.5%	0-201	0.5%	85%	False	False	642,252
100	125-120	116-020	9-100	7.5%	0-169	0.4%	85%	False	False	513,803

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-054
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	129-059
2.618	127-152
1.618	126-137
1.000	125-250
0.618	125-122
HIGH	124-235
0.618	124-107
0.500	124-068
0.382	124-028
LOW	123-220
0.618	123-013
1.000	122-205
1.618	121-318
2.618	120-303
4.250	119-076

Fisher Pivots for day following 21-Jul-2011
Pivot	1 day	3 day
R1	124-068	124-125
PP	124-045	124-083
S1	124-022	124-042

Download as Excel Spreadsheet

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

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