ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 08-Jul-2011

Day Change Summary
	Previous	Current
	07-Jul-2011	08-Jul-2011	Change	Change %	Previous Week
Open	121-050	120-300	-0-070	-0.2%	120-230
High	121-050	122-130	1-080	1.0%	122-130
Low	120-250	120-300	0-050	0.1%	120-200
Close	120-300	122-070	1-090	1.1%	122-070
Range	0-120	1-150	1-030	291.7%	1-250
ATR	0-174	0-195	0-021	12.2%	0-000
Volume	272	3,132	2,860	1,051.5%	6,124

Daily Pivots for day following 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-083	125-227	123-008
R3	124-253	124-077	122-199
R2	123-103	123-103	122-156
R1	122-247	122-247	122-113	123-015
PP	121-273	121-273	121-273	121-318
S1	121-097	121-097	122-027	121-185
S2	120-123	120-123	121-304
S3	118-293	119-267	121-261
S4	117-143	118-117	121-132

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	127-030	126-140	123-064
R3	125-100	124-210	122-227
R2	123-170	123-170	122-174
R1	122-280	122-280	122-122	123-065
PP	121-240	121-240	121-240	121-292
S1	121-030	121-030	122-018	121-135
S2	119-310	119-310	121-286
S3	118-060	119-100	121-233
S4	116-130	117-170	121-076

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-130	120-120	2-010	1.7%	0-228	0.6%	91%	True	False	1,776
10	123-190	120-120	3-070	2.6%	0-217	0.6%	57%	False	False	965
20	123-190	120-120	3-070	2.6%	0-138	0.4%	57%	False	False	952
40	123-190	119-230	3-280	3.2%	0-076	0.2%	65%	False	False	477
60	123-190	116-220	6-290	5.7%	0-050	0.1%	80%	False	False	319
80	123-190	115-280	7-230	6.3%	0-038	0.1%	82%	False	False	239
100	123-190	114-300	8-210	7.1%	0-030	0.1%	84%	False	False	192

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	0-014
Widest range in 114 trading days

Fibonacci Retracements and Extensions
4.250	128-208
2.618	126-080
1.618	124-250
1.000	123-280
0.618	123-100
HIGH	122-130
0.618	121-270
0.500	121-215
0.382	121-160
LOW	120-300
0.618	120-010
1.000	119-150
1.618	118-180
2.618	117-030
4.250	114-222

Fisher Pivots for day following 08-Jul-2011
Pivot	1 day	3 day
R1	122-012	122-003
PP	121-273	121-257
S1	121-215	121-190

Download as Excel Spreadsheet

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

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