ECBOT 10 Year T-Note Future September 2011

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

Day Change Summary
	Previous	Current
	08-Aug-2011	09-Aug-2011	Change	Change %	Previous Week
Open	127-065	128-255	1-190	1.3%	125-145
High	128-265	131-010	2-065	1.7%	128-235
Low	126-310	127-265	0-275	0.7%	125-095
Close	128-185	129-265	1-080	1.0%	127-015
Range	1-275	3-065	1-110	72.3%	3-140
ATR	1-012	1-061	0-050	14.9%	0-000
Volume	1,780,416	2,121,220	340,804	19.1%	8,686,467

Daily Pivots for day following 09-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	139-055	137-225	131-189
R3	135-310	134-160	130-227
R2	132-245	132-245	130-133
R1	131-095	131-095	130-039	132-010
PP	129-180	129-180	129-180	129-298
S1	128-030	128-030	129-171	128-265
S2	126-115	126-115	129-077
S3	123-050	124-285	128-303
S4	119-305	121-220	128-021

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	137-108	135-202	128-300
R3	133-288	132-062	127-318
R2	130-148	130-148	127-217
R1	128-242	128-242	127-116	129-195
PP	127-008	127-008	127-008	127-145
S1	125-102	125-102	126-234	126-055
S2	123-188	123-188	126-133
S3	120-048	121-282	126-032
S4	116-228	118-142	125-050

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-010	126-205	4-125	3.4%	1-281	1.4%	73%	True	False	1,951,292
10	131-010	124-010	7-000	5.4%	1-139	1.1%	83%	True	False	1,634,134
20	131-010	123-220	7-110	5.7%	1-017	0.8%	84%	True	False	1,393,081
40	131-010	121-225	9-105	7.2%	0-314	0.8%	87%	True	False	1,388,325
60	131-010	120-180	10-150	8.1%	0-276	0.7%	89%	True	False	1,178,441
80	131-010	118-000	13-010	10.0%	0-245	0.6%	91%	True	False	884,871
100	131-010	116-020	14-310	11.5%	0-217	0.5%	92%	True	False	707,953
120	131-010	116-020	14-310	11.5%	0-186	0.4%	92%	True	False	589,962

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	0-086
Widest range in 127 trading days

Fibonacci Retracements and Extensions
4.250	144-206
2.618	139-133
1.618	136-068
1.000	134-075
0.618	133-003
HIGH	131-010
0.618	129-258
0.500	129-138
0.382	129-017
LOW	127-265
0.618	125-272
1.000	124-200
1.618	122-207
2.618	119-142
4.250	114-069

Fisher Pivots for day following 09-Aug-2011
Pivot	1 day	3 day
R1	129-222	129-166
PP	129-180	129-067
S1	129-138	128-288

Download as Excel Spreadsheet

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

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