ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 05-Aug-2011

Day Change Summary
	Previous	Current
	04-Aug-2011	05-Aug-2011	Change	Change %	Previous Week
Open	121-285	122-217	0-252	0.6%	121-095
High	122-225	122-250	0-025	0.1%	122-250
Low	121-247	121-212	-0-035	-0.1%	121-067
Close	122-155	121-305	-0-170	-0.4%	121-305
Range	0-298	1-038	0-060	20.1%	1-183
ATR	0-176	0-189	0-013	7.4%	0-000
Volume	949,789	869,983	-79,806	-8.4%	4,083,358

Daily Pivots for day following 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-156	124-269	122-182
R3	124-118	123-231	122-083
R2	123-080	123-080	122-051
R1	122-193	122-193	122-018	122-118
PP	122-042	122-042	122-042	122-005
S1	121-155	121-155	121-272	121-080
S2	121-004	121-004	121-239
S3	119-286	120-117	121-207
S4	118-248	119-079	121-108

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-223	125-287	122-262
R3	125-040	124-104	122-123
R2	123-177	123-177	122-077
R1	122-241	122-241	122-031	123-049
PP	121-314	121-314	121-314	122-058
S1	121-058	121-058	121-259	121-186
S2	120-131	120-131	121-213
S3	118-268	119-195	121-167
S4	117-085	118-012	121-028

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-250	121-067	1-183	1.3%	0-236	0.6%	47%	True	False	816,671
10	122-250	120-065	2-185	2.1%	0-206	0.5%	68%	True	False	716,307
20	122-250	120-027	2-223	2.2%	0-173	0.4%	69%	True	False	664,514
40	122-250	118-242	4-008	3.3%	0-179	0.5%	79%	True	False	676,957
60	122-250	117-220	5-030	4.2%	0-162	0.4%	84%	True	False	569,973
80	122-250	115-200	7-050	5.9%	0-130	0.3%	88%	True	False	427,986

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	127-172
2.618	125-227
1.618	124-189
1.000	123-288
0.618	123-151
HIGH	122-250
0.618	122-113
0.500	122-071
0.382	122-029
LOW	121-212
0.618	120-311
1.000	120-174
1.618	119-273
2.618	118-235
4.250	116-290

Fisher Pivots for day following 05-Aug-2011
Pivot	1 day	3 day
R1	122-071	122-071
PP	122-042	122-042
S1	122-014	122-014

Download as Excel Spreadsheet

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

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