ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 16-Aug-2011

Day Change Summary
	Previous	Current
	15-Aug-2011	16-Aug-2011	Change	Change %	Previous Week
Open	123-087	123-042	-0-045	-0.1%	122-000
High	123-120	123-157	0-037	0.1%	123-300
Low	123-027	123-030	0-003	0.0%	121-315
Close	123-057	123-130	0-073	0.2%	123-105
Range	0-093	0-127	0-034	36.6%	1-305
ATR	0-205	0-200	-0-006	-2.7%	0-000
Volume	314,839	450,674	135,835	43.1%	4,177,446

Daily Pivots for day following 16-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-167	124-115	123-200
R3	124-040	123-308	123-165
R2	123-233	123-233	123-153
R1	123-181	123-181	123-142	123-207
PP	123-106	123-106	123-106	123-118
S1	123-054	123-054	123-118	123-080
S2	122-299	122-299	123-107
S3	122-172	122-247	123-095
S4	122-045	122-120	123-060

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	123-215	122-302	0-233	0.6%	0-150	0.4%	64%	False	False	617,035
10	123-300	121-212	2-088	1.8%	0-239	0.6%	77%	False	False	751,616
20	123-300	120-042	3-258	3.1%	0-203	0.5%	86%	False	False	685,228
40	123-300	118-242	5-058	4.2%	0-191	0.5%	90%	False	False	683,805
60	123-300	118-070	5-230	4.6%	0-175	0.4%	91%	False	False	649,310
80	123-300	116-160	7-140	6.0%	0-149	0.4%	93%	False	False	489,771

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-044
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-057
2.618	124-169
1.618	124-042
1.000	123-284
0.618	123-235
HIGH	123-157
0.618	123-108
0.500	123-094
0.382	123-079
LOW	123-030
0.618	122-272
1.000	122-223
1.618	122-145
2.618	122-018
4.250	121-130

Fisher Pivots for day following 16-Aug-2011
Pivot	1 day	3 day
R1	123-118	123-111
PP	123-106	123-092
S1	123-094	123-074

Download as Excel Spreadsheet

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

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