ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 09-Sep-2011

Day Change Summary
	Previous	Current
	08-Sep-2011	09-Sep-2011	Change	Change %	Previous Week
Open	123-205	123-245	0-040	0.1%	123-260
High	123-280	124-060	0-100	0.3%	124-060
Low	123-205	123-242	0-037	0.1%	123-172
Close	123-272	124-032	0-080	0.2%	124-032
Range	0-075	0-138	0-063	84.0%	0-208
ATR	0-151	0-150	-0-001	-0.6%	0-000
Volume	20,281	13,790	-6,491	-32.0%	88,835

Daily Pivots for day following 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-099	125-043	124-108
R3	124-281	124-225	124-070
R2	124-143	124-143	124-057
R1	124-087	124-087	124-045	124-115
PP	124-005	124-005	124-005	124-018
S1	123-269	123-269	124-019	123-297
S2	123-187	123-187	124-007
S3	123-049	123-131	123-314
S4	122-231	122-313	123-276

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-285	125-207	124-146
R3	125-077	124-319	124-089
R2	124-189	124-189	124-070
R1	124-111	124-111	124-051	124-150
PP	123-301	123-301	123-301	124-001
S1	123-223	123-223	124-013	123-262
S2	123-093	123-093	123-314
S3	122-205	123-015	123-295
S4	121-317	122-127	123-238

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-060	123-170	0-210	0.5%	0-113	0.3%	87%	True	False	31,313
10	124-060	123-027	1-033	0.9%	0-129	0.3%	92%	True	False	281,807
20	124-060	122-310	1-070	1.0%	0-132	0.3%	93%	True	False	424,788
40	124-060	120-042	4-018	3.3%	0-167	0.4%	98%	True	False	563,210
60	124-060	118-242	5-138	4.4%	0-172	0.4%	98%	True	False	607,775
80	124-060	117-220	6-160	5.2%	0-164	0.4%	99%	True	False	578,795
100	124-060	116-070	7-310	6.4%	0-143	0.4%	99%	True	False	464,083

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-025
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-006
2.618	125-101
1.618	124-283
1.000	124-198
0.618	124-145
HIGH	124-060
0.618	124-007
0.500	123-311
0.382	123-295
LOW	123-242
0.618	123-157
1.000	123-104
1.618	123-019
2.618	122-201
4.250	121-296

Fisher Pivots for day following 09-Sep-2011
Pivot	1 day	3 day
R1	124-018	124-007
PP	124-005	123-301
S1	123-311	123-276

Download as Excel Spreadsheet

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

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