ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 12-Sep-2011

Day Change Summary
	Previous	Current
	09-Sep-2011	12-Sep-2011	Change	Change %	Previous Week
Open	123-245	124-065	0-140	0.4%	123-260
High	124-060	124-065	0-005	0.0%	124-060
Low	123-242	123-240	-0-002	0.0%	123-172
Close	124-032	123-270	-0-082	-0.2%	124-032
Range	0-138	0-145	0-007	5.1%	0-208
ATR	0-150	0-150	0-000	-0.3%	0-000
Volume	13,790	5,149	-8,641	-62.7%	88,835

Daily Pivots for day following 12-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-093	125-007	124-030
R3	124-268	124-182	123-310
R2	124-123	124-123	123-297
R1	124-037	124-037	123-283	124-008
PP	123-298	123-298	123-298	123-284
S1	123-212	123-212	123-257	123-182
S2	123-153	123-153	123-243
S3	123-008	123-067	123-230
S4	122-183	122-242	123-190

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	124-065	123-172	0-213	0.5%	0-107	0.3%	46%	True	False	18,796
10	124-065	123-027	1-038	0.9%	0-127	0.3%	68%	True	False	179,725
20	124-065	122-317	1-068	1.0%	0-132	0.3%	70%	True	False	399,861
40	124-065	120-042	4-023	3.3%	0-167	0.4%	91%	True	False	548,600
60	124-065	118-242	5-143	4.4%	0-172	0.4%	93%	True	False	593,064
80	124-065	117-220	6-165	5.3%	0-164	0.4%	94%	True	False	578,493
100	124-065	116-070	7-315	6.4%	0-144	0.4%	95%	True	False	464,134

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	126-041
2.618	125-125
1.618	124-300
1.000	124-210
0.618	124-155
HIGH	124-065
0.618	124-010
0.500	123-312
0.382	123-295
LOW	123-240
0.618	123-150
1.000	123-095
1.618	123-005
2.618	122-180
4.250	121-264

Fisher Pivots for day following 12-Sep-2011
Pivot	1 day	3 day
R1	123-312	123-295
PP	123-298	123-287
S1	123-284	123-278

Download as Excel Spreadsheet

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

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