ECBOT 5 Year T-Note Future December 2011

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

Day Change Summary
	Previous	Current
	08-Jul-2011	11-Jul-2011	Change	Change %	Previous Week
Open	119-000	119-100	0-100	0.3%	118-110
High	119-000	119-100	0-100	0.3%	119-000
Low	119-000	119-100	0-100	0.3%	118-040
Close	119-000	119-140	0-140	0.4%	119-000
Range
ATR	0-104	0-103	0-000	-0.2%	0-000
Volume	1	1	0	0.0%	4

Daily Pivots for day following 11-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-113	119-127	119-140
R3	119-113	119-127	119-140
R2	119-113	119-113	119-140
R1	119-127	119-127	119-140	119-120
PP	119-113	119-113	119-113	119-110
S1	119-127	119-127	119-140	119-120
S2	119-113	119-113	119-140
S3	119-113	119-127	119-140
S4	119-113	119-127	119-140

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-107	121-013	119-154
R3	120-147	120-053	119-077
R2	119-187	119-187	119-051
R1	119-093	119-093	119-026	119-140
PP	118-227	118-227	118-227	118-250
S1	118-133	118-133	118-294	118-180
S2	117-267	117-267	118-269
S3	116-307	117-173	118-243
S4	116-027	116-213	118-166

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-100	118-040	1-060	1.0%	0-000	0.0%	111%	True	False	1
10	119-120	117-270	1-170	1.3%	0-000	0.0%	104%	False	False	1
20	119-200	117-270	1-250	1.5%	0-000	0.0%	89%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0-000

Fibonacci Retracements and Extensions
4.250	119-100
2.618	119-100
1.618	119-100
1.000	119-100
0.618	119-100
HIGH	119-100
0.618	119-100
0.500	119-100
0.382	119-100
LOW	119-100
0.618	119-100
1.000	119-100
1.618	119-100
2.618	119-100
4.250	119-100

Fisher Pivots for day following 11-Jul-2011
Pivot	1 day	3 day
R1	119-127	119-063
PP	119-113	118-307
S1	119-100	118-230

Download as Excel Spreadsheet

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

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