ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 22-Jul-2011

Day Change Summary
	Previous	Current
	21-Jul-2011	22-Jul-2011	Change	Change %	Previous Week
Open	123-010	122-200	-0-130	-0.3%	123-140
High	123-080	122-290	-0-110	-0.3%	123-220
Low	122-130	122-200	0-070	0.2%	122-130
Close	122-180	122-290	0-110	0.3%	122-290
Range	0-270	0-090	-0-180	-66.7%	1-090
ATR	0-196	0-190	-0-006	-3.1%	0-000
Volume	776	595	-181	-23.3%	3,759

Daily Pivots for day following 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-210	123-180	123-020
R3	123-120	123-090	122-315
R2	123-030	123-030	122-306
R1	123-000	123-000	122-298	123-015
PP	122-260	122-260	122-260	122-268
S1	122-230	122-230	122-282	122-245
S2	122-170	122-170	122-274
S3	122-080	122-140	122-265
S4	121-310	122-050	122-240

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-270	126-050	123-196
R3	125-180	124-280	123-083
R2	124-090	124-090	123-045
R1	123-190	123-190	123-008	123-095
PP	123-000	123-000	123-000	122-272
S1	122-100	122-100	122-252	122-005
S2	121-230	121-230	122-215
S3	120-140	121-010	122-177
S4	119-050	119-240	122-064

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-220	122-130	1-090	1.0%	0-152	0.4%	39%	False	False	751
10	123-270	122-050	1-220	1.4%	0-187	0.5%	44%	False	False	809
20	123-270	120-120	3-150	2.8%	0-202	0.5%	73%	False	False	887
40	123-270	120-120	3-150	2.8%	0-122	0.3%	73%	False	False	680
60	123-270	118-070	5-200	4.6%	0-082	0.2%	83%	False	False	453
80	123-270	115-280	7-310	6.5%	0-061	0.2%	88%	False	False	340
100	123-270	115-210	8-060	6.7%	0-049	0.1%	89%	False	False	273
120	123-270	114-050	9-220	7.9%	0-041	0.1%	90%	False	False	227

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-032
2.618	123-206
1.618	123-116
1.000	123-060
0.618	123-026
HIGH	122-290
0.618	122-256
0.500	122-245
0.382	122-234
LOW	122-200
0.618	122-144
1.000	122-110
1.618	122-054
2.618	121-284
4.250	121-138

Fisher Pivots for day following 22-Jul-2011
Pivot	1 day	3 day
R1	122-275	122-290
PP	122-260	122-290
S1	122-245	122-290

Download as Excel Spreadsheet

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

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