ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 26-Jul-2011

Day Change Summary
	Previous	Current
	25-Jul-2011	26-Jul-2011	Change	Change %	Previous Week
Open	124-040	124-045	0-005	0.0%	124-280
High	124-200	124-205	0-005	0.0%	125-055
Low	123-275	123-250	-0-025	-0.1%	123-220
Close	124-040	124-170	0-130	0.3%	124-105
Range	0-245	0-275	0-030	12.2%	1-155
ATR	0-246	0-248	0-002	0.8%	0-000
Volume	1,152,686	1,057,523	-95,163	-8.3%	5,385,398

Daily Pivots for day following 26-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-287	126-183	125-001
R3	126-012	125-228	124-246
R2	125-057	125-057	124-220
R1	124-273	124-273	124-195	125-005
PP	124-102	124-102	124-102	124-128
S1	123-318	123-318	124-145	124-050
S2	123-147	123-147	124-120
S3	122-192	123-043	124-094
S4	121-237	122-088	124-019

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	124-310	123-220	1-090	1.0%	0-230	0.6%	66%	False	False	1,118,830
10	125-055	123-220	1-155	1.2%	0-214	0.5%	57%	False	False	1,152,027
20	125-120	121-225	3-215	2.9%	0-271	0.7%	77%	False	False	1,297,502
40	125-120	121-225	3-215	2.9%	0-256	0.6%	77%	False	False	1,290,109
60	125-120	119-190	5-250	4.6%	0-230	0.6%	85%	False	False	907,259
80	125-120	116-020	9-100	7.5%	0-208	0.5%	91%	False	False	680,673
100	125-120	116-020	9-100	7.5%	0-173	0.4%	91%	False	False	544,540

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	0-054
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-094
2.618	126-285
1.618	126-010
1.000	125-160
0.618	125-055
HIGH	124-205
0.618	124-100
0.500	124-068
0.382	124-035
LOW	123-250
0.618	123-080
1.000	122-295
1.618	122-125
2.618	121-170
4.250	120-041

Fisher Pivots for day following 26-Jul-2011
Pivot	1 day	3 day
R1	124-136	124-136
PP	124-102	124-102
S1	124-068	124-068

Download as Excel Spreadsheet

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

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