ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 25-Jul-2011

Day Change Summary
	Previous	Current
	22-Jul-2011	25-Jul-2011	Change	Change %	Previous Week
Open	122-200	122-240	0-040	0.1%	123-140
High	122-290	123-020	0-050	0.1%	123-220
Low	122-200	122-190	-0-010	0.0%	122-130
Close	122-290	122-220	-0-070	-0.2%	122-290
Range	0-090	0-150	0-060	66.7%	1-090
ATR	0-190	0-187	-0-003	-1.5%	0-000
Volume	595	339	-256	-43.0%	3,759

Daily Pivots for day following 25-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-060	123-290	122-302
R3	123-230	123-140	122-261
R2	123-080	123-080	122-248
R1	122-310	122-310	122-234	122-280
PP	122-250	122-250	122-250	122-235
S1	122-160	122-160	122-206	122-130
S2	122-100	122-100	122-192
S3	121-270	122-010	122-179
S4	121-120	121-180	122-138

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%	0-162	0.4%	22%	False	False	447
10	123-270	122-130	1-140	1.2%	0-173	0.4%	20%	False	False	703
20	123-270	120-120	3-150	2.8%	0-198	0.5%	67%	False	False	874
40	123-270	120-120	3-150	2.8%	0-126	0.3%	67%	False	False	688
60	123-270	118-220	5-050	4.2%	0-084	0.2%	78%	False	False	459
80	123-270	115-280	7-310	6.5%	0-063	0.2%	85%	False	False	345
100	123-270	115-210	8-060	6.7%	0-050	0.1%	86%	False	False	276
120	123-270	114-050	9-220	7.9%	0-042	0.1%	88%	False	False	230

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-018
2.618	124-093
1.618	123-263
1.000	123-170
0.618	123-113
HIGH	123-020
0.618	122-283
0.500	122-265
0.382	122-247
LOW	122-190
0.618	122-097
1.000	122-040
1.618	121-267
2.618	121-117
4.250	120-192

Fisher Pivots for day following 25-Jul-2011
Pivot	1 day	3 day
R1	122-265	122-265
PP	122-250	122-250
S1	122-235	122-235

Download as Excel Spreadsheet

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

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