ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 23-Jun-2011

Day Change Summary
	Previous	Current
	22-Jun-2011	23-Jun-2011	Change	Change %	Previous Week
Open	122-090	123-000	0-230	0.6%	122-060
High	122-240	123-010	0-090	0.2%	122-240
Low	122-040	123-000	0-280	0.7%	121-060
Close	122-090	122-310	0-220	0.6%	122-180
Range	0-200	0-010	-0-190	-95.0%	1-180
ATR	0-131	0-139	0-008	5.9%	0-000
Volume	2	8,821	8,819	440,950.0%	307

Daily Pivots for day following 23-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-030	123-020	122-316
R3	123-020	123-010	122-313
R2	123-010	123-010	122-312
R1	123-000	123-000	122-311	123-000
PP	123-000	123-000	123-000	123-000
S1	122-310	122-310	122-309	122-310
S2	122-310	122-310	122-308
S3	122-300	122-300	122-307
S4	122-290	122-290	122-304

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	123-010	122-040	0-290	0.7%	0-058	0.1%	93%	True	False	1,867
10	123-010	121-060	1-270	1.5%	0-058	0.1%	97%	True	False	939
20	123-010	120-200	2-130	2.0%	0-042	0.1%	97%	True	False	472
40	123-010	118-070	4-260	3.9%	0-021	0.1%	99%	True	False	236
60	123-010	115-280	7-050	5.8%	0-014	0.0%	99%	True	False	158
80	123-010	115-210	7-120	6.0%	0-011	0.0%	99%	True	False	119
100	123-010	114-050	8-280	7.2%	0-008	0.0%	99%	True	False	95

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	0-008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-052
2.618	123-036
1.618	123-026
1.000	123-020
0.618	123-016
HIGH	123-010
0.618	123-006
0.500	123-005
0.382	123-004
LOW	123-000
0.618	122-314
1.000	122-310
1.618	122-304
2.618	122-294
4.250	122-278

Fisher Pivots for day following 23-Jun-2011
Pivot	1 day	3 day
R1	123-005	122-268
PP	123-000	122-227
S1	122-315	122-185

Download as Excel Spreadsheet

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

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