ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 26-Aug-2011

Day Change Summary
	Previous	Current
	25-Aug-2011	26-Aug-2011	Change	Change %	Previous Week
Open	123-012	123-097	0-085	0.2%	123-185
High	123-175	123-255	0-080	0.2%	123-255
Low	123-007	123-090	0-083	0.2%	122-317
Close	123-120	123-167	0-047	0.1%	123-167
Range	0-168	0-165	-0-003	-1.8%	0-258
ATR	0-177	0-176	-0-001	-0.5%	0-000
Volume	1,002,241	1,025,971	23,730	2.4%	3,834,727

Daily Pivots for day following 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-026	124-261	123-258
R3	124-181	124-096	123-212
R2	124-016	124-016	123-197
R1	123-251	123-251	123-182	123-294
PP	123-171	123-171	123-171	123-192
S1	123-086	123-086	123-152	123-128
S2	123-006	123-006	123-137
S3	122-161	122-241	123-122
S4	121-316	122-076	123-076

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-274	125-158	123-309
R3	125-016	124-220	123-238
R2	124-078	124-078	123-214
R1	123-282	123-282	123-191	123-211
PP	123-140	123-140	123-140	123-104
S1	123-024	123-024	123-143	122-273
S2	122-202	122-202	123-120
S3	121-264	122-086	123-096
S4	121-006	121-148	123-025

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-255	122-317	0-258	0.7%	0-150	0.4%	66%	True	False	766,945
10	124-010	122-317	1-013	0.8%	0-138	0.3%	51%	False	False	619,997
20	124-010	121-067	2-263	2.3%	0-198	0.5%	82%	False	False	723,038
40	124-010	118-242	5-088	4.3%	0-183	0.5%	90%	False	False	680,543
60	124-010	118-242	5-088	4.3%	0-178	0.4%	90%	False	False	677,231
80	124-010	117-150	6-180	5.3%	0-162	0.4%	92%	False	False	557,583
100	124-010	115-000	9-010	7.3%	0-132	0.3%	94%	False	False	446,204

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	0-026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-316
2.618	125-047
1.618	124-202
1.000	124-100
0.618	124-037
HIGH	123-255
0.618	123-192
0.500	123-172
0.382	123-153
LOW	123-090
0.618	122-308
1.000	122-245
1.618	122-143
2.618	121-298
4.250	121-029

Fisher Pivots for day following 26-Aug-2011
Pivot	1 day	3 day
R1	123-172	123-153
PP	123-171	123-140
S1	123-169	123-126

Download as Excel Spreadsheet

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

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