ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 17-Jun-2011

Day Change Summary
	Previous	Current
	16-Jun-2011	17-Jun-2011	Change	Change %	Previous Week
Open	122-040	122-180	0-140	0.4%	122-060
High	122-240	122-180	-0-060	-0.2%	122-240
Low	122-040	122-180	0-140	0.4%	121-060
Close	122-260	122-180	-0-080	-0.2%	122-180
Range	0-200	0-000	-0-200	-100.0%	1-180
ATR	0-140	0-136	-0-004	-3.1%	0-000
Volume	26	252	226	869.2%	307

Daily Pivots for day following 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-180	122-180	122-180
R3	122-180	122-180	122-180
R2	122-180	122-180	122-180
R1	122-180	122-180	122-180	122-180
PP	122-180	122-180	122-180	122-180
S1	122-180	122-180	122-180	122-180
S2	122-180	122-180	122-180
S3	122-180	122-180	122-180
S4	122-180	122-180	122-180

Weekly Pivots for week ending 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-273	126-087	123-135
R3	125-093	124-227	122-318
R2	123-233	123-233	122-272
R1	123-047	123-047	122-226	123-140
PP	122-053	122-053	122-053	122-100
S1	121-187	121-187	122-134	121-280
S2	120-193	120-193	122-088
S3	119-013	120-007	122-042
S4	117-153	118-147	121-225

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-240	121-060	1-180	1.3%	0-058	0.1%	88%	False	False	61
10	122-240	121-060	1-180	1.3%	0-029	0.1%	88%	False	False	34
20	122-240	120-030	2-210	2.2%	0-028	0.1%	93%	False	False	18
40	122-240	117-160	5-080	4.3%	0-014	0.0%	96%	False	False	10
60	122-240	115-280	6-280	5.6%	0-009	0.0%	97%	False	False	7
80	122-240	115-210	7-030	5.8%	0-007	0.0%	97%	False	False	6

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	122-180
2.618	122-180
1.618	122-180
1.000	122-180
0.618	122-180
HIGH	122-180
0.618	122-180
0.500	122-180
0.382	122-180
LOW	122-180
0.618	122-180
1.000	122-180
1.618	122-180
2.618	122-180
4.250	122-180

Fisher Pivots for day following 17-Jun-2011
Pivot	1 day	3 day
R1	122-180	122-167
PP	122-180	122-153
S1	122-180	122-140

Download as Excel Spreadsheet

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

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