ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 06-Sep-2011

Day Change Summary
	Previous	Current
	02-Sep-2011	06-Sep-2011	Change	Change %	Previous Week
Open	123-250	123-260	0-010	0.0%	123-160
High	124-027	124-002	-0-025	-0.1%	124-027
Low	123-170	123-217	0-047	0.1%	123-027
Close	123-265	123-247	-0-018	0.0%	123-265
Range	0-177	0-105	-0-072	-40.7%	1-000
ATR	0-168	0-164	-0-005	-2.7%	0-000
Volume	67,731	34,634	-33,097	-48.9%	1,703,268

Daily Pivots for day following 06-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-257	124-197	123-305
R3	124-152	124-092	123-276
R2	124-047	124-047	123-266
R1	123-307	123-307	123-257	123-284
PP	123-262	123-262	123-262	123-251
S1	123-202	123-202	123-237	123-180
S2	123-157	123-157	123-228
S3	123-052	123-097	123-218
S4	122-267	122-312	123-189

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	123-097	0-250	0.6%	0-140	0.4%	60%	False	False	228,696
10	124-027	122-317	1-030	0.9%	0-147	0.4%	71%	False	False	515,919
20	124-027	122-032	1-315	1.6%	0-167	0.4%	84%	False	False	562,670
40	124-027	120-042	3-305	3.2%	0-172	0.4%	92%	False	False	618,598
60	124-027	118-242	5-105	4.3%	0-178	0.4%	94%	False	False	644,466
80	124-027	117-220	6-127	5.2%	0-165	0.4%	95%	False	False	578,781
100	124-027	115-200	8-147	6.8%	0-140	0.4%	96%	False	False	463,542

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	125-128
2.618	124-277
1.618	124-172
1.000	124-107
0.618	124-067
HIGH	124-002
0.618	123-282
0.500	123-270
0.382	123-257
LOW	123-217
0.618	123-152
1.000	123-112
1.618	123-047
2.618	122-262
4.250	122-091

Fisher Pivots for day following 06-Sep-2011
Pivot	1 day	3 day
R1	123-270	123-239
PP	123-262	123-230
S1	123-254	123-222

Download as Excel Spreadsheet

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

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