ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 03-Aug-2011

Day Change Summary
	Previous	Current
	02-Aug-2011	03-Aug-2011	Change	Change %	Previous Week
Open	121-185	122-025	0-160	0.4%	120-130
High	122-047	122-080	0-033	0.1%	121-187
Low	121-180	121-280	0-100	0.3%	120-065
Close	122-017	121-315	-0-022	-0.1%	121-142
Range	0-187	0-120	-0-067	-35.8%	1-122
ATR	0-170	0-166	-0-004	-2.1%	0-000
Volume	781,392	753,433	-27,959	-3.6%	3,079,713

Daily Pivots for day following 03-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-052	122-303	122-061
R3	122-252	122-183	122-028
R2	122-132	122-132	122-017
R1	122-063	122-063	122-006	122-038
PP	122-012	122-012	122-012	121-319
S1	121-263	121-263	121-304	121-238
S2	121-212	121-212	121-293
S3	121-092	121-143	121-282
S4	120-292	121-023	121-249

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	122-080	120-157	1-243	1.4%	0-191	0.5%	85%	True	False	718,143
10	122-080	120-042	2-038	1.7%	0-170	0.4%	87%	True	False	651,497
20	122-080	119-035	3-045	2.6%	0-168	0.4%	92%	True	False	654,518
40	122-080	118-242	3-158	2.9%	0-170	0.4%	92%	True	False	668,670
60	122-080	117-150	4-250	3.9%	0-156	0.4%	94%	True	False	539,921
80	122-080	115-060	7-020	5.8%	0-121	0.3%	96%	True	False	405,278

Crabel Price Patterns
NR	True
NR4	True
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	0-031
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	123-270
2.618	123-074
1.618	122-274
1.000	122-200
0.618	122-154
HIGH	122-080
0.618	122-034
0.500	122-020
0.382	122-006
LOW	121-280
0.618	121-206
1.000	121-160
1.618	121-086
2.618	120-286
4.250	120-090

Fisher Pivots for day following 03-Aug-2011
Pivot	1 day	3 day
R1	122-020	121-288
PP	122-012	121-261
S1	122-003	121-234

Download as Excel Spreadsheet

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

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