ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 21-Jul-2011

Day Change Summary
	Previous	Current
	20-Jul-2011	21-Jul-2011	Change	Change %	Previous Week
Open	120-265	120-212	-0-053	-0.1%	120-082
High	120-267	120-245	-0-022	-0.1%	121-032
Low	120-180	120-042	-0-138	-0.4%	120-027
Close	120-217	120-107	-0-110	-0.3%	120-260
Range	0-087	0-203	0-116	133.3%	1-005
ATR	0-159	0-162	0-003	2.0%	0-000
Volume	426,864	667,669	240,805	56.4%	3,520,922

Daily Pivots for day following 21-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-100	121-307	120-219
R3	121-217	121-104	120-163
R2	121-014	121-014	120-144
R1	120-221	120-221	120-126	120-176
PP	120-131	120-131	120-131	120-109
S1	120-018	120-018	120-088	119-293
S2	119-248	119-248	120-070
S3	119-045	119-135	120-051
S4	118-162	118-252	119-315

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-228	123-089	121-119
R3	122-223	122-084	121-029
R2	121-218	121-218	121-000
R1	121-079	121-079	120-290	121-148
PP	120-213	120-213	120-213	120-248
S1	120-074	120-074	120-230	120-144
S2	119-208	119-208	120-200
S3	118-203	119-069	120-171
S4	117-198	118-064	120-081

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-315	120-042	0-273	0.7%	0-126	0.3%	24%	False	True	538,367
10	121-032	119-035	1-317	1.7%	0-168	0.4%	62%	False	False	653,036
20	121-032	118-242	2-110	1.9%	0-183	0.5%	67%	False	False	681,497
40	121-032	118-130	2-222	2.2%	0-163	0.4%	72%	False	False	652,524
60	121-032	116-170	4-182	3.8%	0-135	0.4%	83%	False	False	442,844

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	0-036
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	123-148
2.618	122-136
1.618	121-253
1.000	121-128
0.618	121-050
HIGH	120-245
0.618	120-167
0.500	120-144
0.382	120-120
LOW	120-042
0.618	119-237
1.000	119-159
1.618	119-034
2.618	118-151
4.250	117-139

Fisher Pivots for day following 21-Jul-2011
Pivot	1 day	3 day
R1	120-144	120-171
PP	120-131	120-150
S1	120-119	120-128

Download as Excel Spreadsheet

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

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