ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 11-Aug-2011

Day Change Summary
	Previous	Current
	10-Aug-2011	11-Aug-2011	Change	Change %	Previous Week
Open	129-110	130-080	0-290	0.7%	125-145
High	130-165	130-115	-0-050	-0.1%	128-235
Low	128-305	129-000	0-015	0.0%	125-095
Close	130-020	129-070	-0-270	-0.6%	127-015
Range	1-180	1-115	-0-065	-13.0%	3-140
ATR	1-070	1-073	0-003	0.8%	0-000
Volume	2,051,358	1,765,684	-285,674	-13.9%	8,686,467

Daily Pivots for day following 11-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	133-193	132-247	129-309
R3	132-078	131-132	129-190
R2	130-283	130-283	129-150
R1	130-017	130-017	129-110	129-252
PP	129-168	129-168	129-168	129-126
S1	128-222	128-222	129-030	128-138
S2	128-053	128-053	128-310
S3	126-258	127-107	128-270
S4	125-143	125-312	128-151

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	126-245	4-085	3.3%	1-317	1.5%	58%	False	False	1,965,753
10	131-010	124-120	6-210	5.2%	1-196	1.2%	73%	False	False	1,785,651
20	131-010	123-220	7-110	5.7%	1-042	0.9%	75%	False	False	1,446,299
40	131-010	121-225	9-105	7.2%	0-319	0.8%	81%	False	False	1,399,490
60	131-010	120-180	10-150	8.1%	0-286	0.7%	83%	False	False	1,241,298
80	131-010	118-090	12-240	9.9%	0-253	0.6%	86%	False	False	932,575
100	131-010	116-020	14-310	11.6%	0-226	0.5%	88%	False	False	746,123
120	131-010	116-020	14-310	11.6%	0-194	0.5%	88%	False	False	621,770

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0-095
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	136-044
2.618	133-294
1.618	132-179
1.000	131-230
0.618	131-064
HIGH	130-115
0.618	129-269
0.500	129-218
0.382	129-166
LOW	129-000
0.618	128-051
1.000	127-205
1.618	126-256
2.618	125-141
4.250	123-071

Fisher Pivots for day following 11-Aug-2011
Pivot	1 day	3 day
R1	129-218	129-138
PP	129-168	129-115
S1	129-119	129-092

Download as Excel Spreadsheet

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

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