ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 12-Jul-2011

Day Change Summary
	Previous	Current
	11-Jul-2011	12-Jul-2011	Change	Change %	Previous Week
Open	122-050	123-000	0-270	0.7%	120-230
High	123-020	123-270	0-250	0.6%	122-130
Low	122-050	122-300	0-250	0.6%	120-200
Close	123-020	123-050	0-030	0.1%	122-070
Range	0-290	0-290	0-000	0.0%	1-250
ATR	0-202	0-208	0-006	3.1%	0-000
Volume	1,401	181	-1,220	-87.1%	6,124

Daily Pivots for day following 12-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-010	125-160	123-210
R3	125-040	124-190	123-130
R2	124-070	124-070	123-103
R1	123-220	123-220	123-077	123-305
PP	123-100	123-100	123-100	123-142
S1	122-250	122-250	123-023	123-015
S2	122-130	122-130	122-317
S3	121-160	121-280	122-290
S4	120-190	120-310	122-210

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	123-270	120-250	3-020	2.5%	0-266	0.7%	78%	True	False	1,271
10	123-270	120-120	3-150	2.8%	0-242	0.6%	80%	True	False	1,052
20	123-270	120-120	3-150	2.8%	0-166	0.4%	80%	True	False	1,031
40	123-270	120-030	3-240	3.0%	0-090	0.2%	82%	True	False	517
60	123-270	117-100	6-170	5.3%	0-060	0.2%	89%	True	False	345
80	123-270	115-280	7-310	6.5%	0-045	0.1%	91%	True	False	259
100	123-270	115-120	8-150	6.9%	0-036	0.1%	92%	True	False	208

Crabel Price Patterns
NR	False
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	0-012

Fibonacci Retracements and Extensions
4.250	127-222
2.618	126-069
1.618	125-099
1.000	124-240
0.618	124-129
HIGH	123-270
0.618	123-159
0.500	123-125
0.382	123-091
LOW	122-300
0.618	122-121
1.000	122-010
1.618	121-151
2.618	120-181
4.250	119-028

Fisher Pivots for day following 12-Jul-2011
Pivot	1 day	3 day
R1	123-125	122-288
PP	123-100	122-207
S1	123-075	122-125

Download as Excel Spreadsheet

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

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