ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 01-Jul-2011

Day Change Summary
	Previous	Current
	30-Jun-2011	01-Jul-2011	Change	Change %	Previous Week
Open	121-140	120-250	-0-210	-0.5%	123-150
High	121-140	120-310	-0-150	-0.4%	123-190
Low	120-140	120-120	-0-020	-0.1%	120-120
Close	120-270	120-150	-0-120	-0.3%	120-150
Range	1-000	0-190	-0-130	-40.6%	3-070
ATR	0-163	0-165	0-002	1.2%	0-000
Volume	15	2,757	2,742	18,280.0%	2,934

Daily Pivots for day following 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-123	122-007	120-254
R3	121-253	121-137	120-202
R2	121-063	121-063	120-185
R1	120-267	120-267	120-167	120-230
PP	120-193	120-193	120-193	120-175
S1	120-077	120-077	120-133	120-040
S2	120-003	120-003	120-115
S3	119-133	119-207	120-098
S4	118-263	119-017	120-046

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	131-043	129-007	122-076
R3	127-293	125-257	121-113
R2	124-223	124-223	121-019
R1	122-187	122-187	120-244	122-010
PP	121-153	121-153	121-153	121-065
S1	119-117	119-117	120-056	118-260
S2	118-083	118-083	119-281
S3	115-013	116-047	119-187
S4	111-263	112-297	118-224

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-190	120-120	3-070	2.7%	0-200	0.5%	3%	False	True	586
10	123-190	120-120	3-070	2.7%	0-151	0.4%	3%	False	True	1,261
20	123-190	120-120	3-070	2.7%	0-090	0.2%	3%	False	True	647
40	123-190	119-190	4-000	3.3%	0-052	0.1%	22%	False	False	324
60	123-190	115-280	7-230	6.4%	0-034	0.1%	60%	False	False	217
80	123-190	115-280	7-230	6.4%	0-026	0.1%	60%	False	False	163
100	123-190	114-080	9-110	7.8%	0-021	0.1%	67%	False	False	131

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	0-016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-158
2.618	122-167
1.618	121-297
1.000	121-180
0.618	121-107
HIGH	120-310
0.618	120-237
0.500	120-215
0.382	120-193
LOW	120-120
0.618	120-003
1.000	119-250
1.618	119-133
2.618	118-263
4.250	117-272

Fisher Pivots for day following 01-Jul-2011
Pivot	1 day	3 day
R1	120-215	121-065
PP	120-193	120-307
S1	120-172	120-228

Download as Excel Spreadsheet

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

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