ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 22-Jul-2011

Day Change Summary
	Previous	Current
	21-Jul-2011	22-Jul-2011	Change	Change %	Previous Week
Open	120-212	120-102	-0-110	-0.3%	120-262
High	120-245	120-197	-0-048	-0.1%	120-315
Low	120-042	120-097	0-055	0.1%	120-042
Close	120-107	120-165	0-058	0.2%	120-165
Range	0-203	0-100	-0-103	-50.7%	0-273
ATR	0-162	0-158	-0-004	-2.7%	0-000
Volume	667,669	504,005	-163,664	-24.5%	2,606,297

Daily Pivots for day following 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-133	121-089	120-220
R3	121-033	120-309	120-192
R2	120-253	120-253	120-183
R1	120-209	120-209	120-174	120-231
PP	120-153	120-153	120-153	120-164
S1	120-109	120-109	120-156	120-131
S2	120-053	120-053	120-147
S3	119-273	120-009	120-138
S4	119-173	119-229	120-110

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-033	122-212	120-315
R3	122-080	121-259	120-240
R2	121-127	121-127	120-215
R1	120-306	120-306	120-190	120-240
PP	120-174	120-174	120-174	120-141
S1	120-033	120-033	120-140	119-287
S2	119-221	119-221	120-115
S3	118-268	119-080	120-090
S4	117-315	118-127	120-015

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%	0-120	0.3%	45%	False	False	521,259
10	121-032	120-027	1-005	0.8%	0-141	0.4%	42%	False	False	612,721
20	121-032	118-242	2-110	1.9%	0-179	0.5%	75%	False	False	666,383
40	121-032	118-130	2-222	2.2%	0-164	0.4%	78%	False	False	655,021
60	121-032	117-000	4-032	3.4%	0-136	0.4%	86%	False	False	451,240

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-302
2.618	121-139
1.618	121-039
1.000	120-297
0.618	120-259
HIGH	120-197
0.618	120-159
0.500	120-147
0.382	120-135
LOW	120-097
0.618	120-035
1.000	119-317
1.618	119-255
2.618	119-155
4.250	118-312

Fisher Pivots for day following 22-Jul-2011
Pivot	1 day	3 day
R1	120-159	120-162
PP	120-153	120-158
S1	120-147	120-154

Download as Excel Spreadsheet

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

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