ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 11-Aug-2011

Day Change Summary
	Previous	Current
	10-Aug-2011	11-Aug-2011	Change	Change %	Previous Week
Open	123-047	123-120	0-073	0.2%	121-095
High	123-215	123-170	-0-045	-0.1%	122-250
Low	123-002	122-302	-0-020	-0.1%	121-067
Close	123-115	123-035	-0-080	-0.2%	121-305
Range	0-213	0-188	-0-025	-11.7%	1-183
ATR	0-223	0-221	-0-003	-1.1%	0-000
Volume	997,415	818,550	-178,865	-17.9%	4,083,358

Daily Pivots for day following 11-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-306	124-199	123-138
R3	124-118	124-011	123-087
R2	123-250	123-250	123-069
R1	123-143	123-143	123-052	123-102
PP	123-062	123-062	123-062	123-042
S1	122-275	122-275	123-018	122-234
S2	122-194	122-194	123-001
S3	122-006	122-087	122-303
S4	121-138	121-219	122-252

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%	1-005	0.8%	64%	False	False	908,746
10	123-300	120-182	3-118	2.7%	0-277	0.7%	75%	False	False	852,957
20	123-300	120-042	3-258	3.1%	0-203	0.5%	78%	False	False	701,632
40	123-300	118-242	5-058	4.2%	0-193	0.5%	84%	False	False	699,268
60	123-300	117-220	6-080	5.1%	0-175	0.4%	87%	False	False	630,130
80	123-300	116-070	7-230	6.3%	0-145	0.4%	89%	False	False	473,907

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-046
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	126-009
2.618	125-022
1.618	124-154
1.000	124-038
0.618	123-286
HIGH	123-170
0.618	123-098
0.500	123-076
0.382	123-054
LOW	122-302
0.618	122-186
1.000	122-114
1.618	121-318
2.618	121-130
4.250	120-143

Fisher Pivots for day following 11-Aug-2011
Pivot	1 day	3 day
R1	123-076	123-025
PP	123-062	123-016
S1	123-049	123-006

Download as Excel Spreadsheet

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

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