ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 15-Jun-2011

Day Change Summary
	Previous	Current
	14-Jun-2011	15-Jun-2011	Change	Change %	Previous Week
Open	121-120	122-110	0-310	0.8%	122-110
High	121-150	122-110	0-280	0.7%	122-120
Low	121-060	122-110	1-050	1.0%	121-210
Close	121-070	122-110	1-040	0.9%	122-070
Range	0-090	0-000	-0-090	-100.0%	0-230
ATR	0-118	0-135	0-017	14.7%	0-000
Volume	1	26	25	2,500.0%	37

Daily Pivots for day following 15-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 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-077	123-303	122-196
R3	123-167	123-073	122-133
R2	122-257	122-257	122-112
R1	122-163	122-163	122-091	122-095
PP	122-027	122-027	122-027	121-312
S1	121-253	121-253	122-049	121-185
S2	121-117	121-117	122-028
S3	120-207	121-023	122-007
S4	119-297	120-113	121-264

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-110	121-060	1-050	0.9%	0-018	0.0%	100%	True	False	10
10	122-170	121-060	1-110	1.1%	0-009	0.0%	86%	False	False	7
20	122-170	120-030	2-140	2.0%	0-018	0.0%	92%	False	False	5
40	122-170	117-130	5-040	4.2%	0-009	0.0%	96%	False	False	3
60	122-170	115-280	6-210	5.4%	0-006	0.0%	97%	False	False	2
80	122-170	115-210	6-280	5.6%	0-004	0.0%	97%	False	False	2

Crabel Price Patterns
NR	True
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	0-003
Narrowest range in 2 trading days

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 15-Jun-2011
Pivot	1 day	3 day
R1	122-110	122-048
PP	122-110	121-307
S1	122-110	121-245

Download as Excel Spreadsheet

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

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