ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 29-Jul-2011

Day Change Summary
	Previous	Current
	28-Jul-2011	29-Jul-2011	Change	Change %	Previous Week
Open	122-310	123-080	0-090	0.2%	122-240
High	123-080	124-180	1-100	1.1%	124-180
Low	122-300	123-070	0-090	0.2%	122-170
Close	123-030	124-120	1-090	1.0%	124-120
Range	0-100	1-110	1-010	330.0%	2-010
ATR	0-185	0-205	0-020	11.0%	0-000
Volume	1,137	1,720	583	51.3%	5,691

Daily Pivots for day following 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	128-027	127-183	125-036
R3	126-237	126-073	124-238
R2	125-127	125-127	124-199
R1	124-283	124-283	124-159	125-045
PP	124-017	124-017	124-017	124-058
S1	123-173	123-173	124-081	123-255
S2	122-227	122-227	124-041
S3	121-117	122-063	124-002
S4	120-007	120-273	123-204

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-293	129-057	125-158
R3	127-283	127-047	124-299
R2	125-273	125-273	124-239
R1	125-037	125-037	124-180	125-155
PP	123-263	123-263	123-263	124-002
S1	123-027	123-027	124-060	123-145
S2	121-253	121-253	124-001
S3	119-243	121-017	123-261
S4	117-233	119-007	123-082

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-180	122-170	2-010	1.6%	0-214	0.5%	91%	True	False	1,138
10	124-180	122-130	2-050	1.7%	0-183	0.5%	91%	True	False	945
20	124-180	120-120	4-060	3.4%	0-204	0.5%	96%	True	False	1,133
40	124-180	120-120	4-060	3.4%	0-142	0.4%	96%	True	False	821
60	124-180	119-030	5-150	4.4%	0-099	0.2%	97%	True	False	548
80	124-180	115-280	8-220	7.0%	0-074	0.2%	98%	True	False	411
100	124-180	115-280	8-220	7.0%	0-060	0.1%	98%	True	False	329
120	124-180	114-050	10-130	8.4%	0-050	0.1%	98%	True	False	275

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	130-088
2.618	128-026
1.618	126-236
1.000	125-290
0.618	125-126
HIGH	124-180
0.618	124-016
0.500	123-285
0.382	123-234
LOW	123-070
0.618	122-124
1.000	121-280
1.618	121-014
2.618	119-224
4.250	117-162

Fisher Pivots for day following 29-Jul-2011
Pivot	1 day	3 day
R1	124-068	124-037
PP	124-017	123-273
S1	123-285	123-190

Download as Excel Spreadsheet

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

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