ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 05-Jul-2011

Day Change Summary
	Previous	Current
	01-Jul-2011	05-Jul-2011	Change	Change %	Previous Week
Open	120-250	120-230	-0-020	-0.1%	123-150
High	120-310	121-080	0-090	0.2%	123-190
Low	120-120	120-200	0-080	0.2%	120-120
Close	120-150	121-050	0-220	0.6%	120-150
Range	0-190	0-200	0-010	5.3%	3-070
ATR	0-165	0-171	0-006	3.7%	0-000
Volume	2,757	1,347	-1,410	-51.1%	2,934

Daily Pivots for day following 05-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-283	122-207	121-160
R3	122-083	122-007	121-105
R2	121-203	121-203	121-087
R1	121-127	121-127	121-068	121-165
PP	121-003	121-003	121-003	121-022
S1	120-247	120-247	121-032	120-285
S2	120-123	120-123	121-013
S3	119-243	120-047	120-315
S4	119-043	119-167	120-260

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	122-300	120-120	2-180	2.1%	0-218	0.6%	30%	False	False	832
10	123-190	120-120	3-070	2.7%	0-163	0.4%	24%	False	False	1,370
20	123-190	120-120	3-070	2.7%	0-100	0.3%	24%	False	False	715
40	123-190	119-190	4-000	3.3%	0-057	0.1%	39%	False	False	358
60	123-190	115-280	7-230	6.4%	0-038	0.1%	68%	False	False	239
80	123-190	115-280	7-230	6.4%	0-028	0.1%	68%	False	False	180
100	123-190	114-080	9-110	7.7%	0-023	0.1%	74%	False	False	144

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-290
2.618	122-284
1.618	122-084
1.000	121-280
0.618	121-204
HIGH	121-080
0.618	121-004
0.500	120-300
0.382	120-276
LOW	120-200
0.618	120-076
1.000	120-000
1.618	119-196
2.618	118-316
4.250	117-310

Fisher Pivots for day following 05-Jul-2011
Pivot	1 day	3 day
R1	121-027	121-023
PP	121-003	120-317
S1	120-300	120-290

Download as Excel Spreadsheet

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

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