ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 04-Aug-2011

Day Change Summary
	Previous	Current
	03-Aug-2011	04-Aug-2011	Change	Change %	Previous Week
Open	122-025	121-285	-0-060	-0.2%	120-130
High	122-080	122-225	0-145	0.4%	121-187
Low	121-280	121-247	-0-033	-0.1%	120-065
Close	121-315	122-155	0-160	0.4%	121-142
Range	0-120	0-298	0-178	148.3%	1-122
ATR	0-166	0-176	0-009	5.6%	0-000
Volume	753,433	949,789	196,356	26.1%	3,079,713

Daily Pivots for day following 04-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-036	124-234	122-319
R3	124-058	123-256	122-237
R2	123-080	123-080	122-210
R1	122-278	122-278	122-182	123-019
PP	122-102	122-102	122-102	122-133
S1	121-300	121-300	122-128	122-041
S2	121-124	121-124	122-100
S3	120-146	121-002	122-073
S4	119-168	120-024	121-311

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	122-225	120-182	2-043	1.7%	0-230	0.6%	90%	True	False	797,168
10	122-225	120-065	2-160	2.0%	0-180	0.5%	91%	True	False	679,709
20	122-225	119-035	3-190	2.9%	0-174	0.4%	94%	True	False	666,373
40	122-225	118-242	3-303	3.2%	0-174	0.4%	94%	True	False	674,598
60	122-225	117-150	5-075	4.3%	0-159	0.4%	96%	True	False	555,609
80	122-225	115-150	7-075	5.9%	0-125	0.3%	97%	True	False	417,131

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-212
2.618	125-045
1.618	124-067
1.000	123-203
0.618	123-089
HIGH	122-225
0.618	122-111
0.500	122-076
0.382	122-041
LOW	121-247
0.618	121-063
1.000	120-269
1.618	120-085
2.618	119-107
4.250	117-260

Fisher Pivots for day following 04-Aug-2011
Pivot	1 day	3 day
R1	122-129	122-118
PP	122-102	122-080
S1	122-076	122-042

Download as Excel Spreadsheet

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

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