ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 19-Jul-2011

Day Change Summary
	Previous	Current
	18-Jul-2011	19-Jul-2011	Change	Change %	Previous Week
Open	123-140	123-140	0-000	0.0%	122-050
High	123-210	123-220	0-010	0.0%	123-270
Low	123-110	123-010	-0-100	-0.3%	122-050
Close	123-160	123-160	0-000	0.0%	123-140
Range	0-100	0-210	0-110	110.0%	1-220
ATR	0-195	0-196	0-001	0.6%	0-000
Volume	1,860	85	-1,775	-95.4%	4,340

Daily Pivots for day following 19-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-120	125-030	123-276
R3	124-230	124-140	123-218
R2	124-020	124-020	123-198
R1	123-250	123-250	123-179	123-295
PP	123-130	123-130	123-130	123-152
S1	123-040	123-040	123-141	123-085
S2	122-240	122-240	123-122
S3	122-030	122-150	123-102
S4	121-140	121-260	123-044

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	123-220	122-270	0-270	0.7%	0-168	0.4%	78%	True	False	940
10	123-270	120-250	3-020	2.5%	0-217	0.5%	89%	False	False	1,106
20	123-270	120-120	3-150	2.8%	0-190	0.5%	90%	False	False	1,238
40	123-270	120-030	3-240	3.0%	0-111	0.3%	91%	False	False	634
60	123-270	117-270	6-000	4.9%	0-074	0.2%	94%	False	False	423
80	123-270	115-280	7-310	6.5%	0-056	0.1%	96%	False	False	318
100	123-270	115-210	8-060	6.6%	0-044	0.1%	96%	False	False	255
120	123-270	114-050	9-220	7.8%	0-037	0.1%	96%	False	False	212

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	126-152
2.618	125-130
1.618	124-240
1.000	124-110
0.618	124-030
HIGH	123-220
0.618	123-140
0.500	123-115
0.382	123-090
LOW	123-010
0.618	122-200
1.000	122-120
1.618	121-310
2.618	121-100
4.250	120-078

Fisher Pivots for day following 19-Jul-2011
Pivot	1 day	3 day
R1	123-145	123-135
PP	123-130	123-110
S1	123-115	123-085

Download as Excel Spreadsheet

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

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