ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 26-Jul-2011

Day Change Summary
	Previous	Current
	25-Jul-2011	26-Jul-2011	Change	Change %	Previous Week
Open	122-240	122-170	-0-070	-0.2%	123-140
High	123-020	123-040	0-020	0.1%	123-220
Low	122-190	122-170	-0-020	-0.1%	122-130
Close	122-220	123-040	0-140	0.4%	122-290
Range	0-150	0-190	0-040	26.7%	1-090
ATR	0-187	0-187	0-000	0.1%	0-000
Volume	339	2,010	1,671	492.9%	3,759

Daily Pivots for day following 26-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-227	124-163	123-144
R3	124-037	123-293	123-092
R2	123-167	123-167	123-075
R1	123-103	123-103	123-057	123-135
PP	122-297	122-297	122-297	122-312
S1	122-233	122-233	123-023	122-265
S2	122-107	122-107	123-005
S3	121-237	122-043	122-308
S4	121-047	121-173	122-256

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	123-130	122-130	1-000	0.8%	0-158	0.4%	72%	False	False	832
10	123-220	122-130	1-090	1.0%	0-163	0.4%	56%	False	False	886
20	123-270	120-120	3-150	2.8%	0-202	0.5%	79%	False	False	969
40	123-270	120-120	3-150	2.8%	0-131	0.3%	79%	False	False	738
60	123-270	118-250	5-020	4.1%	0-087	0.2%	86%	False	False	492
80	123-270	115-280	7-310	6.5%	0-065	0.2%	91%	False	False	370
100	123-270	115-280	7-310	6.5%	0-052	0.1%	91%	False	False	296
120	123-270	114-050	9-220	7.9%	0-044	0.1%	93%	False	False	247

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-208
2.618	124-217
1.618	124-027
1.000	123-230
0.618	123-157
HIGH	123-040
0.618	122-287
0.500	122-265
0.382	122-243
LOW	122-170
0.618	122-053
1.000	121-300
1.618	121-183
2.618	120-313
4.250	120-002

Fisher Pivots for day following 26-Jul-2011
Pivot	1 day	3 day
R1	123-008	123-008
PP	122-297	122-297
S1	122-265	122-265

Download as Excel Spreadsheet

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

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