ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 15-Aug-2011

Day Change Summary
	Previous	Current
	12-Aug-2011	15-Aug-2011	Change	Change %	Previous Week
Open	122-310	123-087	0-097	0.2%	122-000
High	123-117	123-120	0-003	0.0%	123-300
Low	122-310	123-027	0-037	0.1%	121-315
Close	123-105	123-057	-0-048	-0.1%	123-105
Range	0-127	0-093	-0-034	-26.8%	1-305
ATR	0-214	0-205	-0-009	-4.0%	0-000
Volume	503,699	314,839	-188,860	-37.5%	4,177,446

Daily Pivots for day following 15-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-027	123-295	123-108
R3	123-254	123-202	123-083
R2	123-161	123-161	123-074
R1	123-109	123-109	123-066	123-088
PP	123-068	123-068	123-068	123-058
S1	123-016	123-016	123-048	122-316
S2	122-295	122-295	123-040
S3	122-202	122-243	123-031
S4	122-109	122-150	123-006

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	128-302	128-028	124-129
R3	126-317	126-043	123-277
R2	125-012	125-012	123-220
R1	124-058	124-058	123-162	124-195
PP	123-027	123-027	123-027	123-095
S1	122-073	122-073	123-048	122-210
S2	121-042	121-042	122-310
S3	119-057	120-088	122-253
S4	117-072	118-103	122-081

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-300	122-032	1-268	1.5%	0-242	0.6%	59%	False	False	726,075
10	123-300	121-180	2-120	1.9%	0-245	0.6%	68%	False	False	784,688
20	123-300	120-042	3-258	3.1%	0-203	0.5%	80%	False	False	691,289
40	123-300	118-242	5-058	4.2%	0-191	0.5%	85%	False	False	685,037
60	123-300	118-040	5-260	4.7%	0-174	0.4%	87%	False	False	642,427
80	123-300	116-070	7-230	6.3%	0-147	0.4%	90%	False	False	484,138

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-043
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	124-195
2.618	124-043
1.618	123-270
1.000	123-213
0.618	123-177
HIGH	123-120
0.618	123-084
0.500	123-074
0.382	123-063
LOW	123-027
0.618	122-290
1.000	122-254
1.618	122-197
2.618	122-104
4.250	121-272

Fisher Pivots for day following 15-Aug-2011
Pivot	1 day	3 day
R1	123-074	123-076
PP	123-068	123-070
S1	123-062	123-063

Download as Excel Spreadsheet

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

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