ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 02-Aug-2011

Day Change Summary
	Previous	Current
	01-Aug-2011	02-Aug-2011	Change	Change %	Previous Week
Open	121-095	121-185	0-090	0.2%	120-130
High	121-285	122-047	0-082	0.2%	121-187
Low	121-067	121-180	0-113	0.3%	120-065
Close	121-217	122-017	0-120	0.3%	121-142
Range	0-218	0-187	-0-031	-14.2%	1-122
ATR	0-169	0-170	0-001	0.8%	0-000
Volume	728,761	781,392	52,631	7.2%	3,079,713

Daily Pivots for day following 02-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-216	123-143	122-120
R3	123-029	122-276	122-068
R2	122-162	122-162	122-051
R1	122-089	122-089	122-034	122-126
PP	121-295	121-295	121-295	121-313
S1	121-222	121-222	122-000	121-258
S2	121-108	121-108	121-303
S3	120-241	121-035	121-286
S4	120-054	120-168	121-234

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-071	124-228	122-065
R3	123-269	123-106	121-264
R2	122-147	122-147	121-223
R1	121-304	121-304	121-183	122-066
PP	121-025	121-025	121-025	121-065
S1	120-182	120-182	121-101	120-264
S2	119-223	119-223	121-061
S3	118-101	119-060	121-020
S4	116-299	117-258	120-219

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-047	120-125	1-242	1.4%	0-193	0.5%	95%	True	False	699,686
10	122-047	120-042	2-005	1.7%	0-167	0.4%	95%	True	False	618,840
20	122-047	119-035	3-012	2.5%	0-170	0.4%	97%	True	False	652,077
40	122-047	118-242	3-125	2.8%	0-171	0.4%	97%	True	False	663,778
60	122-047	117-150	4-217	3.8%	0-154	0.4%	98%	True	False	527,399
80	122-047	115-050	6-317	5.7%	0-120	0.3%	99%	True	False	395,860

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0-026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-202
2.618	123-217
1.618	123-030
1.000	122-234
0.618	122-163
HIGH	122-047
0.618	121-296
0.500	121-274
0.382	121-251
LOW	121-180
0.618	121-064
1.000	120-313
1.618	120-197
2.618	120-010
4.250	119-025

Fisher Pivots for day following 02-Aug-2011
Pivot	1 day	3 day
R1	121-316	121-263
PP	121-295	121-189
S1	121-274	121-114

Download as Excel Spreadsheet

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

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