We use oblate axisymmetric dynamical models including dark haloes to determine the orbital structure of intermediate mass to massive early-type galaxies in the Coma galaxy cluster. We find a large variety of orbital compositions. Averaged over all sample galaxies the unordered stellar kinetic energy in the azimuthal and the radial direction are of the same order, but they can differ by up to 40 per cent in individual systems. In contrast, both for rotating and non-rotating galaxies the vertical kinetic energy is on average smaller than in the other two directions. This implies that even most of the rotating ellipticals are flattened by an anisotropy in the stellar velocity dispersions. Using three-integral axisymmetric toy models, we show that flattening by stellar anisotropy maximizes the entropy for a given density distribution. Collisionless disc merger remnants are radially anisotropic. The apparent lack of strong radial anisotropy in observed early-type galaxies implies that they may not have formed from mergers of discs unless the influence of dissipational processes was significant.