ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 16-Aug-2011

Day Change Summary
	Previous	Current
	15-Aug-2011	16-Aug-2011	Change	Change %	Previous Week
Open	129-230	129-125	-0-105	-0.3%	127-065
High	129-315	130-080	0-085	0.2%	131-010
Low	129-110	129-115	0-005	0.0%	126-310
Close	129-180	130-025	0-165	0.4%	129-280
Range	0-205	0-285	0-080	39.0%	4-020
ATR	1-052	1-046	-0-006	-1.7%	0-000
Volume	742,060	1,137,963	395,903	53.4%	8,859,523

Daily Pivots for day following 16-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-182	132-068	130-182
R3	131-217	131-103	130-103
R2	130-252	130-252	130-077
R1	130-138	130-138	130-051	130-195
PP	129-287	129-287	129-287	129-315
S1	129-173	129-173	129-319	129-230
S2	129-002	129-002	129-293
S3	128-037	128-208	129-267
S4	127-072	127-243	129-188

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	141-153	139-237	132-035
R3	137-133	135-217	130-318
R2	133-113	133-113	130-198
R1	131-197	131-197	130-079	132-155
PP	129-093	129-093	129-093	129-232
S1	127-177	127-177	129-161	128-135
S2	125-073	125-073	129-042
S3	121-053	123-157	128-242
S4	117-033	119-137	127-205

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-165	128-305	1-180	1.2%	1-022	0.8%	72%	False	False	1,367,582
10	131-010	126-205	4-125	3.4%	1-152	1.1%	78%	False	False	1,659,437
20	131-010	123-220	7-110	5.6%	1-052	0.9%	87%	False	False	1,438,670
40	131-010	121-225	9-105	7.2%	1-000	0.8%	90%	False	False	1,377,828
60	131-010	121-120	9-210	7.4%	0-289	0.7%	90%	False	False	1,289,368
80	131-010	118-170	12-160	9.6%	0-258	0.6%	92%	False	False	970,307
100	131-010	116-020	14-310	11.5%	0-231	0.6%	94%	False	False	776,332
120	131-010	116-020	14-310	11.5%	0-200	0.5%	94%	False	False	646,944

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-094
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-011
2.618	132-186
1.618	131-221
1.000	131-045
0.618	130-256
HIGH	130-080
0.618	129-291
0.500	129-258
0.382	129-224
LOW	129-115
0.618	128-259
1.000	128-150
1.618	127-294
2.618	127-009
4.250	125-184

Fisher Pivots for day following 16-Aug-2011
Pivot	1 day	3 day
R1	129-316	129-300
PP	129-287	129-255
S1	129-258	129-210

Download as Excel Spreadsheet

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

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