ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 14-Sep-2011

Day Change Summary
	Previous	Current
	13-Sep-2011	14-Sep-2011	Change	Change %	Previous Week
Open	123-267	123-200	-0-067	-0.2%	123-260
High	123-295	123-295	0-000	0.0%	124-060
Low	123-205	123-190	-0-015	0.0%	123-172
Close	123-230	123-207	-0-023	-0.1%	124-032
Range	0-090	0-105	0-015	16.7%	0-208
ATR	0-146	0-143	-0-003	-2.0%	0-000
Volume	9,144	12,511	3,367	36.8%	88,835

Daily Pivots for day following 14-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-226	124-161	123-265
R3	124-121	124-056	123-236
R2	124-016	124-016	123-226
R1	123-271	123-271	123-217	123-304
PP	123-231	123-231	123-231	123-247
S1	123-166	123-166	123-197	123-198
S2	123-126	123-126	123-188
S3	123-021	123-061	123-178
S4	122-236	122-276	123-149

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	123-190	0-195	0.5%	0-111	0.3%	9%	False	True	12,175
10	124-065	123-097	0-288	0.7%	0-119	0.3%	38%	False	False	53,682
20	124-065	122-317	1-068	1.0%	0-131	0.3%	54%	False	False	362,668
40	124-065	120-042	4-023	3.3%	0-167	0.4%	86%	False	False	523,948
60	124-065	118-242	5-143	4.4%	0-171	0.4%	90%	False	False	576,759
80	124-065	118-070	5-315	4.8%	0-164	0.4%	91%	False	False	577,649
100	124-065	116-160	7-225	6.2%	0-145	0.4%	93%	False	False	464,351

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-101
2.618	124-250
1.618	124-145
1.000	124-080
0.618	124-040
HIGH	123-295
0.618	123-255
0.500	123-242
0.382	123-230
LOW	123-190
0.618	123-125
1.000	123-085
1.618	123-020
2.618	122-235
4.250	122-064

Fisher Pivots for day following 14-Sep-2011
Pivot	1 day	3 day
R1	123-242	123-288
PP	123-231	123-261
S1	123-219	123-234

Download as Excel Spreadsheet

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

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