ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 27-Jun-2011

Day Change Summary
	Previous	Current
	24-Jun-2011	27-Jun-2011	Change	Change %	Previous Week
Open	122-270	123-150	0-200	0.5%	122-230
High	123-170	123-190	0-020	0.1%	123-170
Low	122-270	123-080	0-130	0.3%	122-040
Close	123-120	123-010	-0-110	-0.3%	123-120
Range	0-220	0-110	-0-110	-50.0%	1-130
ATR	0-145	0-142	-0-002	-1.7%	0-000
Volume	592	118	-474	-80.1%	9,678

Daily Pivots for day following 27-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-103	124-007	123-070
R3	123-313	123-217	123-040
R2	123-203	123-203	123-030
R1	123-107	123-107	123-020	123-100
PP	123-093	123-093	123-093	123-090
S1	122-317	122-317	123-000	122-310
S2	122-303	122-303	122-310
S3	122-193	122-207	122-300
S4	122-083	122-097	122-270

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	127-073	126-227	124-048
R3	125-263	125-097	123-244
R2	124-133	124-133	123-202
R1	123-287	123-287	123-161	124-050
PP	123-003	123-003	123-003	123-045
S1	122-157	122-157	123-079	122-240
S2	121-193	121-193	123-038
S3	120-063	121-027	122-316
S4	118-253	119-217	122-192

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-190	122-040	1-150	1.2%	0-108	0.3%	62%	True	False	1,908
10	123-190	121-060	2-130	2.0%	0-091	0.2%	77%	True	False	1,010
20	123-190	121-060	2-130	2.0%	0-059	0.1%	77%	True	False	508
40	123-190	118-250	4-260	3.9%	0-030	0.1%	88%	True	False	254
60	123-190	115-280	7-230	6.3%	0-020	0.0%	93%	True	False	170
80	123-190	115-280	7-230	6.3%	0-015	0.0%	93%	True	False	128
100	123-190	114-050	9-140	7.7%	0-012	0.0%	94%	True	False	103

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	0-012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-018
2.618	124-158
1.618	124-048
1.000	123-300
0.618	123-258
HIGH	123-190
0.618	123-148
0.500	123-135
0.382	123-122
LOW	123-080
0.618	123-012
1.000	122-290
1.618	122-222
2.618	122-112
4.250	121-252

Fisher Pivots for day following 27-Jun-2011
Pivot	1 day	3 day
R1	123-135	123-070
PP	123-093	123-050
S1	123-052	123-030

Download as Excel Spreadsheet

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

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