ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 20-Jul-2011

Day Change Summary
	Previous	Current
	19-Jul-2011	20-Jul-2011	Change	Change %	Previous Week
Open	123-140	123-130	-0-010	0.0%	122-050
High	123-220	123-130	-0-090	-0.2%	123-270
Low	123-010	123-040	0-030	0.1%	122-050
Close	123-160	123-060	-0-100	-0.3%	123-140
Range	0-210	0-090	-0-120	-57.1%	1-220
ATR	0-196	0-190	-0-005	-2.8%	0-000
Volume	85	443	358	421.2%	4,340

Daily Pivots for day following 20-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-027	123-293	123-110
R3	123-257	123-203	123-085
R2	123-167	123-167	123-076
R1	123-113	123-113	123-068	123-095
PP	123-077	123-077	123-077	123-068
S1	123-023	123-023	123-052	123-005
S2	122-307	122-307	123-044
S3	122-217	122-253	123-035
S4	122-127	122-163	123-010

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%	0-150	0.4%	41%	False	False	736
10	123-270	120-250	3-020	2.5%	0-210	0.5%	79%	False	False	1,013
20	123-270	120-120	3-150	2.8%	0-194	0.5%	81%	False	False	1,260
40	123-270	120-030	3-240	3.0%	0-113	0.3%	83%	False	False	645
60	123-270	117-300	5-290	4.8%	0-076	0.2%	89%	False	False	431
80	123-270	115-280	7-310	6.5%	0-057	0.1%	92%	False	False	323
100	123-270	115-210	8-060	6.6%	0-045	0.1%	92%	False	False	259
120	123-270	114-050	9-220	7.9%	0-038	0.1%	93%	False	False	216

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	124-192
2.618	124-046
1.618	123-276
1.000	123-220
0.618	123-186
HIGH	123-130
0.618	123-096
0.500	123-085
0.382	123-074
LOW	123-040
0.618	122-304
1.000	122-270
1.618	122-214
2.618	122-124
4.250	121-298

Fisher Pivots for day following 20-Jul-2011
Pivot	1 day	3 day
R1	123-085	123-115
PP	123-077	123-097
S1	123-068	123-078

Download as Excel Spreadsheet

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

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