ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 07-Jul-2011

Day Change Summary
	Previous	Current
	06-Jul-2011	07-Jul-2011	Change	Change %	Previous Week
Open	121-040	121-050	0-010	0.0%	123-150
High	121-200	121-050	-0-150	-0.4%	123-190
Low	121-040	120-250	-0-110	-0.3%	120-120
Close	121-150	120-300	-0-170	-0.4%	120-150
Range	0-160	0-120	-0-040	-25.0%	3-070
ATR	0-170	0-174	0-004	2.1%	0-000
Volume	1,373	272	-1,101	-80.2%	2,934

Daily Pivots for day following 07-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-027	121-283	121-046
R3	121-227	121-163	121-013
R2	121-107	121-107	121-002
R1	121-043	121-043	120-311	121-015
PP	120-307	120-307	120-307	120-292
S1	120-243	120-243	120-289	120-215
S2	120-187	120-187	120-278
S3	120-067	120-123	120-267
S4	119-267	120-003	120-234

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	121-200	120-120	1-080	1.0%	0-198	0.5%	45%	False	False	1,152
10	123-190	120-120	3-070	2.7%	0-171	0.4%	17%	False	False	1,533
20	123-190	120-120	3-070	2.7%	0-114	0.3%	17%	False	False	796
40	123-190	119-230	3-280	3.2%	0-064	0.2%	31%	False	False	399
60	123-190	116-180	7-010	5.8%	0-042	0.1%	62%	False	False	266
80	123-190	115-280	7-230	6.4%	0-032	0.1%	66%	False	False	200
100	123-190	114-280	8-230	7.2%	0-026	0.1%	70%	False	False	160

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-014
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	122-240
2.618	122-044
1.618	121-244
1.000	121-170
0.618	121-124
HIGH	121-050
0.618	121-004
0.500	120-310
0.382	120-296
LOW	120-250
0.618	120-176
1.000	120-130
1.618	120-056
2.618	119-256
4.250	119-060

Fisher Pivots for day following 07-Jul-2011
Pivot	1 day	3 day
R1	120-310	121-040
PP	120-307	121-020
S1	120-303	121-000

Download as Excel Spreadsheet

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

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