ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 24-Aug-2011

Day Change Summary
	Previous	Current
	23-Aug-2011	24-Aug-2011	Change	Change %	Previous Week
Open	130-180	130-090	-0-090	-0.2%	129-230
High	130-275	130-175	-0-100	-0.2%	131-205
Low	130-025	129-095	-0-250	-0.6%	129-110
Close	130-105	129-185	-0-240	-0.6%	130-255
Range	0-250	1-080	0-150	60.0%	2-095
ATR	1-020	1-024	0-004	1.3%	0-000
Volume	1,085,826	1,358,837	273,011	25.1%	5,592,401

Daily Pivots for day following 24-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	133-178	132-262	130-085
R3	132-098	131-182	129-295
R2	131-018	131-018	129-258
R1	130-102	130-102	129-222	130-020
PP	129-258	129-258	129-258	129-218
S1	129-022	129-022	129-148	128-260
S2	128-178	128-178	129-112
S3	127-098	127-262	129-075
S4	126-018	126-182	128-285

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	129-095	2-110	1.8%	1-003	0.8%	12%	False	True	1,219,267
10	131-205	129-000	2-205	2.0%	0-303	0.7%	22%	False	False	1,182,088
20	131-205	124-065	7-140	5.7%	1-076	1.0%	72%	False	False	1,452,673
40	131-205	121-225	9-300	7.7%	1-008	0.8%	79%	False	False	1,369,275
60	131-205	121-225	9-300	7.7%	0-303	0.7%	79%	False	False	1,351,642
80	131-205	119-270	11-255	9.1%	0-272	0.7%	83%	False	False	1,058,088
100	131-205	116-020	15-185	12.0%	0-246	0.6%	87%	False	False	846,674
120	131-205	116-020	15-185	12.0%	0-212	0.5%	87%	False	False	705,563

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-060
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	135-275
2.618	133-262
1.618	132-182
1.000	131-255
0.618	131-102
HIGH	130-175
0.618	130-022
0.500	129-295
0.382	129-248
LOW	129-095
0.618	128-168
1.000	128-015
1.618	127-088
2.618	126-008
4.250	123-315

Fisher Pivots for day following 24-Aug-2011
Pivot	1 day	3 day
R1	129-295	130-045
PP	129-258	129-305
S1	129-222	129-245

Download as Excel Spreadsheet

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

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