ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 23-Aug-2011

Day Change Summary
	Previous	Current
	22-Aug-2011	23-Aug-2011	Change	Change %	Previous Week
Open	130-280	130-180	-0-100	-0.2%	129-230
High	130-315	130-275	-0-040	-0.1%	131-205
Low	130-080	130-025	-0-055	-0.1%	129-110
Close	130-190	130-105	-0-085	-0.2%	130-255
Range	0-235	0-250	0-015	6.4%	2-095
ATR	1-027	1-020	-0-007	-2.0%	0-000
Volume	877,288	1,085,826	208,538	23.8%	5,592,401

Daily Pivots for day following 23-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-245	132-105	130-242
R3	131-315	131-175	130-174
R2	131-065	131-065	130-151
R1	130-245	130-245	130-128	130-190
PP	130-135	130-135	130-135	130-108
S1	129-315	129-315	130-082	129-260
S2	129-205	129-205	130-059
S3	128-275	129-065	130-036
S4	128-025	128-135	129-288

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	137-155	136-140	132-019
R3	135-060	134-045	131-137
R2	132-285	132-285	131-070
R1	131-270	131-270	131-002	132-118
PP	130-190	130-190	130-190	130-274
S1	129-175	129-175	130-188	130-022
S2	128-095	128-095	130-120
S3	126-000	127-080	130-053
S4	123-225	124-305	129-171

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-205	129-250	1-275	1.4%	0-284	0.7%	29%	False	False	1,135,098
10	131-205	128-305	2-220	2.1%	0-313	0.8%	51%	False	False	1,251,340
20	131-205	124-010	7-195	5.8%	1-066	0.9%	83%	False	False	1,442,737
40	131-205	121-225	9-300	7.6%	1-009	0.8%	87%	False	False	1,370,119
60	131-205	121-225	9-300	7.6%	0-299	0.7%	87%	False	False	1,340,985
80	131-205	119-190	12-015	9.2%	0-269	0.6%	89%	False	False	1,041,129
100	131-205	116-020	15-185	12.0%	0-244	0.6%	92%	False	False	833,086
120	131-205	116-020	15-185	12.0%	0-208	0.5%	92%	False	False	694,240

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	0-064
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-058
2.618	132-290
1.618	132-040
1.000	131-205
0.618	131-110
HIGH	130-275
0.618	130-180
0.500	130-150
0.382	130-120
LOW	130-025
0.618	129-190
1.000	129-095
1.618	128-260
2.618	128-010
4.250	126-242

Fisher Pivots for day following 23-Aug-2011
Pivot	1 day	3 day
R1	130-150	130-205
PP	130-135	130-172
S1	130-120	130-138

Download as Excel Spreadsheet

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

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