ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 06-Jun-2011

Day Change Summary
	Previous	Current
	03-Jun-2011	06-Jun-2011	Change	Change %	Previous Week
Open	122-170	122-110	-0-060	-0.2%	121-180
High	122-170	122-110	-0-060	-0.2%	122-170
Low	122-170	122-110	-0-060	-0.2%	121-060
Close	122-110	122-110	0-000	0.0%	122-110
Range
ATR	0-111	0-103	-0-008	-7.1%	0-000
Volume	4	1	-3	-75.0%	20

Daily Pivots for day following 06-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-110	122-110	122-110
R3	122-110	122-110	122-110
R2	122-110	122-110	122-110
R1	122-110	122-110	122-110	122-110
PP	122-110	122-110	122-110	122-110
S1	122-110	122-110	122-110	122-110
S2	122-110	122-110	122-110
S3	122-110	122-110	122-110
S4	122-110	122-110	122-110

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-017	125-173	123-026
R3	124-227	124-063	122-228
R2	123-117	123-117	122-189
R1	122-273	122-273	122-149	123-035
PP	122-007	122-007	122-007	122-048
S1	121-163	121-163	122-071	121-245
S2	120-217	120-217	122-031
S3	119-107	120-053	121-312
S4	117-317	118-263	121-194

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-170	121-060	1-110	1.1%	0-054	0.1%	86%	False	False	4
10	122-170	120-030	2-140	2.0%	0-027	0.1%	92%	False	False	3
20	122-170	119-190	2-300	2.4%	0-014	0.0%	94%	False	False	2
40	122-170	115-280	6-210	5.4%	0-007	0.0%	97%	False	False	1
60	122-170	115-280	6-210	5.4%	0-004	0.0%	97%	False	False	1
80	122-170	114-080	8-090	6.8%	0-003	0.0%	98%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000

Fibonacci Retracements and Extensions
4.250	122-110
2.618	122-110
1.618	122-110
1.000	122-110
0.618	122-110
HIGH	122-110
0.618	122-110
0.500	122-110
0.382	122-110
LOW	122-110
0.618	122-110
1.000	122-110
1.618	122-110
2.618	122-110
4.250	122-110

Fisher Pivots for day following 06-Jun-2011
Pivot	1 day	3 day
R1	122-110	122-100
PP	122-110	122-090
S1	122-110	122-080

Download as Excel Spreadsheet

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

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