ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 11-Jul-2011

Day Change Summary
	Previous	Current
	08-Jul-2011	11-Jul-2011	Change	Change %	Previous Week
Open	120-300	122-050	1-070	1.0%	120-230
High	122-130	123-020	0-210	0.5%	122-130
Low	120-300	122-050	1-070	1.0%	120-200
Close	122-070	123-020	0-270	0.7%	122-070
Range	1-150	0-290	-0-180	-38.3%	1-250
ATR	0-195	0-202	0-007	3.5%	0-000
Volume	3,132	1,401	-1,731	-55.3%	6,124

Daily Pivots for day following 11-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-153	125-057	123-180
R3	124-183	124-087	123-100
R2	123-213	123-213	123-073
R1	123-117	123-117	123-047	123-165
PP	122-243	122-243	122-243	122-268
S1	122-147	122-147	122-313	122-195
S2	121-273	121-273	122-287
S3	120-303	121-177	122-260
S4	120-013	120-207	122-180

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	123-020	120-200	2-140	2.0%	0-248	0.6%	100%	True	False	1,505
10	123-190	120-120	3-070	2.6%	0-224	0.6%	83%	False	False	1,045
20	123-190	120-120	3-070	2.6%	0-152	0.4%	83%	False	False	1,022
40	123-190	120-020	3-170	2.9%	0-083	0.2%	85%	False	False	512
60	123-190	116-220	6-290	5.6%	0-055	0.1%	92%	False	False	342
80	123-190	115-280	7-230	6.3%	0-041	0.1%	93%	False	False	257
100	123-190	114-300	8-210	7.0%	0-033	0.1%	94%	False	False	206

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	0-014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-292
2.618	125-139
1.618	124-169
1.000	123-310
0.618	123-199
HIGH	123-020
0.618	122-229
0.500	122-195
0.382	122-161
LOW	122-050
0.618	121-191
1.000	121-080
1.618	120-221
2.618	119-251
4.250	118-098

Fisher Pivots for day following 11-Jul-2011
Pivot	1 day	3 day
R1	122-292	122-218
PP	122-243	122-097
S1	122-195	121-295

Download as Excel Spreadsheet

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

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