ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 15-Jul-2011

Day Change Summary
	Previous	Current
	14-Jul-2011	15-Jul-2011	Change	Change %	Previous Week
Open	123-120	122-270	-0-170	-0.4%	122-050
High	123-120	123-140	0-020	0.1%	123-270
Low	122-280	122-270	-0-010	0.0%	122-050
Close	122-310	123-140	0-150	0.4%	123-140
Range	0-160	0-190	0-030	18.8%	1-220
ATR	0-203	0-202	-0-001	-0.4%	0-000
Volume	900	392	-508	-56.4%	4,340

Daily Pivots for day following 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-007	124-263	123-244
R3	124-137	124-073	123-192
R2	123-267	123-267	123-175
R1	123-203	123-203	123-157	123-235
PP	123-077	123-077	123-077	123-092
S1	123-013	123-013	123-123	123-045
S2	122-207	122-207	123-105
S3	122-017	122-143	123-088
S4	121-147	121-273	123-036

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	128-067	127-163	124-117
R3	126-167	125-263	123-288
R2	124-267	124-267	123-239
R1	124-043	124-043	123-190	124-155
PP	123-047	123-047	123-047	123-102
S1	122-143	122-143	123-090	122-255
S2	121-147	121-147	123-041
S3	119-247	120-243	122-312
S4	118-027	119-023	122-163

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-270	122-050	1-220	1.4%	0-222	0.6%	76%	False	False	868
10	123-270	120-120	3-150	2.8%	0-225	0.6%	88%	False	False	1,322
20	123-270	120-120	3-150	2.8%	0-178	0.5%	88%	False	False	1,166
40	123-270	120-030	3-240	3.0%	0-103	0.3%	89%	False	False	586
60	123-270	117-130	6-140	5.2%	0-069	0.2%	94%	False	False	391
80	123-270	115-280	7-310	6.5%	0-052	0.1%	95%	False	False	293
100	123-270	115-210	8-060	6.6%	0-041	0.1%	95%	False	False	235

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-308
2.618	124-317
1.618	124-127
1.000	124-010
0.618	123-257
HIGH	123-140
0.618	123-067
0.500	123-045
0.382	123-023
LOW	122-270
0.618	122-153
1.000	122-080
1.618	121-283
2.618	121-093
4.250	120-102

Fisher Pivots for day following 15-Jul-2011
Pivot	1 day	3 day
R1	123-108	123-110
PP	123-077	123-080
S1	123-045	123-050

Download as Excel Spreadsheet

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

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