ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 27-Jul-2011

Day Change Summary
	Previous	Current
	26-Jul-2011	27-Jul-2011	Change	Change %	Previous Week
Open	122-170	122-300	0-130	0.3%	123-140
High	123-040	123-080	0-040	0.1%	123-220
Low	122-170	122-200	0-030	0.1%	122-130
Close	123-040	122-260	-0-100	-0.3%	122-290
Range	0-190	0-200	0-010	5.3%	1-090
ATR	0-187	0-188	0-001	0.5%	0-000
Volume	2,010	485	-1,525	-75.9%	3,759

Daily Pivots for day following 27-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-247	124-133	123-050
R3	124-047	123-253	122-315
R2	123-167	123-167	122-297
R1	123-053	123-053	122-278	123-010
PP	122-287	122-287	122-287	122-265
S1	122-173	122-173	122-242	122-130
S2	122-087	122-087	122-223
S3	121-207	121-293	122-205
S4	121-007	121-093	122-150

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	123-080	122-130	0-270	0.7%	0-180	0.5%	48%	True	False	841
10	123-220	122-130	1-090	1.0%	0-165	0.4%	32%	False	False	788
20	123-270	120-120	3-150	2.8%	0-204	0.5%	70%	False	False	992
40	123-270	120-120	3-150	2.8%	0-133	0.3%	70%	False	False	750
60	123-270	119-000	4-270	3.9%	0-090	0.2%	79%	False	False	500
80	123-270	115-280	7-310	6.5%	0-068	0.2%	87%	False	False	376
100	123-270	115-280	7-310	6.5%	0-054	0.1%	87%	False	False	301
120	123-270	114-050	9-220	7.9%	0-045	0.1%	89%	False	False	251

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-290
2.618	124-284
1.618	124-084
1.000	123-280
0.618	123-204
HIGH	123-080
0.618	123-004
0.500	122-300
0.382	122-276
LOW	122-200
0.618	122-076
1.000	122-000
1.618	121-196
2.618	120-316
4.250	119-310

Fisher Pivots for day following 27-Jul-2011
Pivot	1 day	3 day
R1	122-300	122-285
PP	122-287	122-277
S1	122-273	122-268

Download as Excel Spreadsheet

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

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