ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 25-Jul-2011

Day Change Summary
	Previous	Current
	22-Jul-2011	25-Jul-2011	Change	Change %	Previous Week
Open	123-300	124-040	0-060	0.2%	124-280
High	124-120	124-200	0-080	0.2%	125-055
Low	123-295	123-275	-0-020	-0.1%	123-220
Close	124-105	124-040	-0-065	-0.2%	124-105
Range	0-145	0-245	0-100	69.0%	1-155
ATR	0-246	0-246	0-000	0.0%	0-000
Volume	863,567	1,152,686	289,119	33.5%	5,385,398

Daily Pivots for day following 25-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-160	126-025	124-175
R3	125-235	125-100	124-107
R2	124-310	124-310	124-085
R1	124-175	124-175	124-062	124-162
PP	124-065	124-065	124-065	124-059
S1	123-250	123-250	124-018	123-238
S2	123-140	123-140	123-315
S3	122-215	123-005	123-293
S4	121-290	122-080	123-225

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	128-272	128-023	125-046
R3	127-117	126-188	124-236
R2	125-282	125-282	124-192
R1	125-033	125-033	124-149	124-240
PP	124-127	124-127	124-127	124-070
S1	123-198	123-198	124-061	123-085
S2	122-292	122-292	124-018
S3	121-137	122-043	123-294
S4	119-302	120-208	123-164

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-030	123-220	1-130	1.1%	0-217	0.5%	31%	False	False	1,121,694
10	125-120	123-220	1-220	1.4%	0-220	0.6%	26%	False	False	1,224,964
20	125-120	121-225	3-215	3.0%	0-268	0.7%	66%	False	False	1,304,617
40	125-120	121-225	3-215	3.0%	0-252	0.6%	66%	False	False	1,291,087
60	125-120	119-150	5-290	4.8%	0-226	0.6%	79%	False	False	889,675
80	125-120	116-020	9-100	7.5%	0-205	0.5%	87%	False	False	667,454
100	125-120	116-020	9-100	7.5%	0-173	0.4%	87%	False	False	533,965

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-281
2.618	126-201
1.618	125-276
1.000	125-125
0.618	125-031
HIGH	124-200
0.618	124-106
0.500	124-078
0.382	124-049
LOW	123-275
0.618	123-124
1.000	123-030
1.618	122-199
2.618	121-274
4.250	120-194

Fisher Pivots for day following 25-Jul-2011
Pivot	1 day	3 day
R1	124-078	124-068
PP	124-065	124-058
S1	124-052	124-049

Download as Excel Spreadsheet

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

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