ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 19-Aug-2011

Day Change Summary
	Previous	Current
	18-Aug-2011	19-Aug-2011	Change	Change %	Previous Week
Open	123-150	123-190	0-040	0.1%	123-087
High	124-010	123-230	-0-100	-0.3%	124-010
Low	123-132	123-095	-0-037	-0.1%	123-027
Close	123-165	123-165	0-000	0.0%	123-165
Range	0-198	0-135	-0-063	-31.8%	0-303
ATR	0-192	0-188	-0-004	-2.1%	0-000
Volume	659,446	528,606	-130,840	-19.8%	2,365,243

Daily Pivots for day following 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-248	124-182	123-239
R3	124-113	124-047	123-202
R2	123-298	123-298	123-190
R1	123-232	123-232	123-177	123-198
PP	123-163	123-163	123-163	123-146
S1	123-097	123-097	123-153	123-062
S2	123-028	123-028	123-140
S3	122-213	122-282	123-128
S4	122-078	122-147	123-091

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-123	125-287	124-012
R3	125-140	124-304	123-248
R2	124-157	124-157	123-221
R1	124-001	124-001	123-193	124-079
PP	123-174	123-174	123-174	123-213
S1	123-018	123-018	123-137	123-096
S2	122-191	122-191	123-109
S3	121-208	122-035	123-082
S4	120-225	121-052	122-318

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-010	123-027	0-303	0.8%	0-127	0.3%	46%	False	False	473,048
10	124-010	121-315	2-015	1.7%	0-203	0.5%	75%	False	False	654,268
20	124-010	120-065	3-265	3.1%	0-204	0.5%	87%	False	False	685,288
40	124-010	118-242	5-088	4.3%	0-192	0.5%	90%	False	False	675,835
60	124-010	118-130	5-200	4.6%	0-177	0.4%	91%	False	False	665,110
80	124-010	117-000	7-010	5.7%	0-153	0.4%	93%	False	False	509,752

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-040
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-164
2.618	124-263
1.618	124-128
1.000	124-045
0.618	123-313
HIGH	123-230
0.618	123-178
0.500	123-162
0.382	123-147
LOW	123-095
0.618	123-012
1.000	122-280
1.618	122-197
2.618	122-062
4.250	121-161

Fisher Pivots for day following 19-Aug-2011
Pivot	1 day	3 day
R1	123-164	123-210
PP	123-163	123-195
S1	123-162	123-180

Download as Excel Spreadsheet

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

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