ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 06-Jul-2011

Day Change Summary
	Previous	Current
	05-Jul-2011	06-Jul-2011	Change	Change %	Previous Week
Open	120-230	121-040	0-130	0.3%	123-150
High	121-080	121-200	0-120	0.3%	123-190
Low	120-200	121-040	0-160	0.4%	120-120
Close	121-050	121-150	0-100	0.3%	120-150
Range	0-200	0-160	-0-040	-20.0%	3-070
ATR	0-171	0-170	-0-001	-0.5%	0-000
Volume	1,347	1,373	26	1.9%	2,934

Daily Pivots for day following 06-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-290	122-220	121-238
R3	122-130	122-060	121-194
R2	121-290	121-290	121-179
R1	121-220	121-220	121-165	121-255
PP	121-130	121-130	121-130	121-148
S1	121-060	121-060	121-135	121-095
S2	120-290	120-290	121-121
S3	120-130	120-220	121-106
S4	119-290	120-060	121-062

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	122-010	120-120	1-210	1.4%	0-214	0.6%	66%	False	False	1,101
10	123-190	120-120	3-070	2.6%	0-179	0.5%	34%	False	False	1,506
20	123-190	120-120	3-070	2.6%	0-108	0.3%	34%	False	False	783
40	123-190	119-190	4-000	3.3%	0-061	0.2%	47%	False	False	392
60	123-190	115-300	7-210	6.3%	0-040	0.1%	72%	False	False	262
80	123-190	115-280	7-230	6.4%	0-030	0.1%	72%	False	False	197
100	123-190	114-220	8-290	7.3%	0-024	0.1%	76%	False	False	158

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-019
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	123-240
2.618	122-299
1.618	122-139
1.000	122-040
0.618	121-299
HIGH	121-200
0.618	121-139
0.500	121-120
0.382	121-101
LOW	121-040
0.618	120-261
1.000	120-200
1.618	120-101
2.618	119-261
4.250	119-000

Fisher Pivots for day following 06-Jul-2011
Pivot	1 day	3 day
R1	121-140	121-100
PP	121-130	121-050
S1	121-120	121-000

Download as Excel Spreadsheet

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

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