ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 18-Jul-2011

Day Change Summary
	Previous	Current
	15-Jul-2011	18-Jul-2011	Change	Change %	Previous Week
Open	122-270	123-140	0-190	0.5%	122-050
High	123-140	123-210	0-070	0.2%	123-270
Low	122-270	123-110	0-160	0.4%	122-050
Close	123-140	123-160	0-020	0.1%	123-140
Range	0-190	0-100	-0-090	-47.4%	1-220
ATR	0-202	0-195	-0-007	-3.6%	0-000
Volume	392	1,860	1,468	374.5%	4,340

Daily Pivots for day following 18-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-140	124-090	123-215
R3	124-040	123-310	123-188
R2	123-260	123-260	123-178
R1	123-210	123-210	123-169	123-235
PP	123-160	123-160	123-160	123-172
S1	123-110	123-110	123-151	123-135
S2	123-060	123-060	123-142
S3	122-280	123-010	123-132
S4	122-180	122-230	123-105

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	122-270	1-000	0.8%	0-184	0.5%	66%	False	False	959
10	123-270	120-200	3-070	2.6%	0-216	0.5%	89%	False	False	1,232
20	123-270	120-120	3-150	2.8%	0-184	0.5%	90%	False	False	1,246
40	123-270	120-030	3-240	3.0%	0-106	0.3%	91%	False	False	632
60	123-270	117-160	6-110	5.1%	0-070	0.2%	95%	False	False	422
80	123-270	115-280	7-310	6.5%	0-053	0.1%	96%	False	False	317
100	123-270	115-210	8-060	6.6%	0-042	0.1%	96%	False	False	254

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	0-009
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	124-315
2.618	124-152
1.618	124-052
1.000	123-310
0.618	123-272
HIGH	123-210
0.618	123-172
0.500	123-160
0.382	123-148
LOW	123-110
0.618	123-048
1.000	123-010
1.618	122-268
2.618	122-168
4.250	122-005

Fisher Pivots for day following 18-Jul-2011
Pivot	1 day	3 day
R1	123-160	123-133
PP	123-160	123-107
S1	123-160	123-080

Download as Excel Spreadsheet

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

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