ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 30-Jun-2011

Day Change Summary
	Previous	Current
	29-Jun-2011	30-Jun-2011	Change	Change %	Previous Week
Open	122-010	121-140	-0-190	-0.5%	122-230
High	122-010	121-140	-0-190	-0.5%	123-170
Low	121-130	120-140	-0-310	-0.8%	122-040
Close	121-130	120-270	-0-180	-0.5%	123-120
Range	0-200	1-000	0-120	60.0%	1-130
ATR	0-151	0-163	0-012	8.0%	0-000
Volume	14	15	1	7.1%	9,678

Daily Pivots for day following 30-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-290	123-120	121-126
R3	122-290	122-120	121-038
R2	121-290	121-290	121-009
R1	121-120	121-120	120-299	121-045
PP	120-290	120-290	120-290	120-252
S1	120-120	120-120	120-241	120-045
S2	119-290	119-290	120-211
S3	118-290	119-120	120-182
S4	117-290	118-120	120-094

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	120-140	3-050	2.6%	0-206	0.5%	13%	False	True	153
10	123-190	120-140	3-050	2.6%	0-132	0.3%	13%	False	True	1,010
20	123-190	120-140	3-050	2.6%	0-080	0.2%	13%	False	True	510
40	123-190	119-030	4-160	3.7%	0-047	0.1%	39%	False	False	256
60	123-190	115-280	7-230	6.4%	0-031	0.1%	64%	False	False	171
80	123-190	115-280	7-230	6.4%	0-024	0.1%	64%	False	False	128
100	123-190	114-050	9-140	7.8%	0-019	0.0%	71%	False	False	103

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Widest range in 109 trading days

Fibonacci Retracements and Extensions
4.250	125-220
2.618	124-018
1.618	123-018
1.000	122-140
0.618	122-018
HIGH	121-140
0.618	121-018
0.500	120-300
0.382	120-262
LOW	120-140
0.618	119-262
1.000	119-140
1.618	118-262
2.618	117-262
4.250	116-060

Fisher Pivots for day following 30-Jun-2011
Pivot	1 day	3 day
R1	120-300	121-220
PP	120-290	121-130
S1	120-280	121-040

Download as Excel Spreadsheet

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

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