ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 02-Sep-2011

Day Change Summary
	Previous	Current
	01-Sep-2011	02-Sep-2011	Change	Change %	Previous Week
Open	123-145	123-250	0-105	0.3%	123-160
High	123-260	124-027	0-087	0.2%	124-027
Low	123-097	123-170	0-073	0.2%	123-027
Close	123-220	123-265	0-045	0.1%	123-265
Range	0-163	0-177	0-014	8.6%	1-000
ATR	0-168	0-168	0-001	0.4%	0-000
Volume	137,438	67,731	-69,707	-50.7%	1,703,268

Daily Pivots for day following 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-152	125-065	124-042
R3	124-295	124-208	123-314
R2	124-118	124-118	123-297
R1	124-031	124-031	123-281	124-074
PP	123-261	123-261	123-261	123-282
S1	123-174	123-174	123-249	123-218
S2	123-084	123-084	123-233
S3	122-227	122-317	123-216
S4	122-050	122-140	123-168

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-213	126-079	124-121
R3	125-213	125-079	124-033
R2	124-213	124-213	124-004
R1	124-079	124-079	123-294	124-146
PP	123-213	123-213	123-213	123-246
S1	123-079	123-079	123-236	123-146
S2	122-213	122-213	123-206
S3	121-213	122-079	123-177
S4	120-213	121-079	123-089

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-027	123-027	1-000	0.8%	0-147	0.4%	74%	True	False	340,653
10	124-027	122-317	1-030	0.9%	0-148	0.4%	77%	True	False	553,799
20	124-027	121-315	2-032	1.7%	0-176	0.4%	88%	True	False	604,034
40	124-027	120-027	4-000	3.2%	0-174	0.4%	94%	True	False	634,274
60	124-027	118-242	5-105	4.3%	0-178	0.4%	95%	True	False	652,649
80	124-027	117-220	6-127	5.2%	0-165	0.4%	96%	True	False	578,488
100	124-027	115-200	8-147	6.8%	0-139	0.4%	97%	True	False	463,196

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	126-139
2.618	125-170
1.618	124-313
1.000	124-204
0.618	124-136
HIGH	124-027
0.618	123-279
0.500	123-258
0.382	123-238
LOW	123-170
0.618	123-061
1.000	122-313
1.618	122-204
2.618	122-027
4.250	121-058

Fisher Pivots for day following 02-Sep-2011
Pivot	1 day	3 day
R1	123-263	123-251
PP	123-261	123-236
S1	123-258	123-222

Download as Excel Spreadsheet

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

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