ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 29-Jul-2011

Day Change Summary
	Previous	Current
	28-Jul-2011	29-Jul-2011	Change	Change %	Previous Week
Open	124-080	124-170	0-090	0.2%	124-040
High	124-230	125-300	1-070	1.0%	125-300
Low	124-065	124-120	0-055	0.1%	123-250
Close	124-160	125-220	1-060	1.0%	125-220
Range	0-165	1-180	1-015	203.0%	2-050
ATR	0-239	0-258	0-019	7.8%	0-000
Volume	1,141,748	1,451,370	309,622	27.1%	5,963,451

Daily Pivots for day following 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	130-007	129-133	126-175
R3	128-147	127-273	126-038
R2	126-287	126-287	125-312
R1	126-093	126-093	125-266	126-190
PP	125-107	125-107	125-107	125-155
S1	124-233	124-233	125-174	125-010
S2	123-247	123-247	125-128
S3	122-067	123-053	125-082
S4	120-207	121-193	124-265

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	131-193	130-257	126-280
R3	129-143	128-207	126-090
R2	127-093	127-093	126-026
R1	126-157	126-157	125-283	126-285
PP	125-043	125-043	125-043	125-108
S1	124-107	124-107	125-157	124-235
S2	122-313	122-313	125-094
S3	120-263	122-057	125-030
S4	118-213	120-007	124-160

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-300	123-250	2-050	1.7%	0-278	0.7%	88%	True	False	1,192,690
10	125-300	123-220	2-080	1.8%	0-238	0.6%	89%	True	False	1,134,884
20	125-300	121-225	4-075	3.4%	0-258	0.6%	94%	True	False	1,246,295
40	125-300	121-225	4-075	3.4%	0-258	0.6%	94%	True	False	1,289,815
60	125-300	120-040	5-260	4.6%	0-238	0.6%	96%	True	False	969,701
80	125-300	116-020	9-280	7.9%	0-215	0.5%	97%	True	False	727,588
100	125-300	116-020	9-280	7.9%	0-181	0.5%	97%	True	False	582,072

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	0-051
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	132-185
2.618	130-009
1.618	128-149
1.000	127-160
0.618	126-289
HIGH	125-300
0.618	125-109
0.500	125-050
0.382	124-311
LOW	124-120
0.618	123-131
1.000	122-260
1.618	121-271
2.618	120-091
4.250	117-235

Fisher Pivots for day following 29-Jul-2011
Pivot	1 day	3 day
R1	125-163	125-145
PP	125-107	125-070
S1	125-050	124-315

Download as Excel Spreadsheet

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

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