ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 09-Aug-2011

Day Change Summary
	Previous	Current
	08-Aug-2011	09-Aug-2011	Change	Change %	Previous Week
Open	122-000	122-202	0-202	0.5%	121-095
High	122-272	123-300	1-028	0.9%	122-250
Low	121-315	122-032	0-037	0.1%	121-067
Close	122-187	123-117	0-250	0.6%	121-305
Range	0-277	1-268	0-311	112.3%	1-183
ATR	0-196	0-224	0-028	14.3%	0-000
Volume	861,908	995,874	133,966	15.5%	4,083,358

Daily Pivots for day following 09-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	128-207	127-270	124-120
R3	126-259	126-002	123-279
R2	124-311	124-311	123-225
R1	124-054	124-054	123-171	124-182
PP	123-043	123-043	123-043	123-107
S1	122-106	122-106	123-063	122-234
S2	121-095	121-095	123-009
S3	119-147	120-158	122-275
S4	117-199	118-210	122-114

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	123-300	121-212	2-088	1.8%	1-008	0.8%	75%	True	False	886,197
10	123-300	120-125	3-175	2.9%	0-261	0.7%	84%	True	False	792,942
20	123-300	120-042	3-258	3.1%	0-196	0.5%	85%	True	False	679,916
40	123-300	118-242	5-058	4.2%	0-194	0.5%	89%	True	False	695,814
60	123-300	117-220	6-080	5.1%	0-172	0.4%	91%	True	False	600,518
80	123-300	116-030	7-270	6.4%	0-140	0.4%	93%	True	False	451,208

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 88 trading days

Fibonacci Retracements and Extensions
4.250	131-239
2.618	128-239
1.618	126-291
1.000	125-248
0.618	125-023
HIGH	123-300
0.618	123-075
0.500	123-006
0.382	122-257
LOW	122-032
0.618	120-309
1.000	120-084
1.618	119-041
2.618	117-093
4.250	114-093

Fisher Pivots for day following 09-Aug-2011
Pivot	1 day	3 day
R1	123-080	123-057
PP	123-043	122-316
S1	123-006	122-256

Download as Excel Spreadsheet

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

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