ECBOT 5 Year T-Note Future December 2011

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Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary Previous Current 20-Jul-2011 21-Jul-2011 Change Change % Previous Week Open 119-130 119-020 -0-110 -0.3% 119-100 High 119-130 119-020 -0-110 -0.3% 119-200 Low 119-130 119-020 -0-110 -0.3% 119-100 Close 119-130 119-020 -0-110 -0.3% 119-200 Range ATR 0-076 0-078 0-002 3.2% 0-000 Volume 21 21 0 0.0% 5
Daily Pivots for day following 21-Jul-2011 Classic Woodie Camarilla DeMark R4 119-020 119-020 119-020 R3 119-020 119-020 119-020 R2 119-020 119-020 119-020 R1 119-020 119-020 119-020 119-020 PP 119-020 119-020 119-020 119-020 S1 119-020 119-020 119-020 119-020 S2 119-020 119-020 119-020 S3 119-020 119-020 119-020 S4 119-020 119-020 119-020	Weekly Pivots for week ending 15-Jul-2011 Classic Woodie Camarilla DeMark R4 120-147 120-113 119-255 R3 120-047 120-013 119-228 R2 119-267 119-267 119-218 R1 119-233 119-233 119-209 119-250 PP 119-167 119-167 119-167 119-175 S1 119-133 119-133 119-191 119-150 S2 119-067 119-067 119-182 S3 118-287 119-033 119-172 S4 118-187 118-253 119-145
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 119-220 119-020 0-200 0.5% 0-000 0.0% 0% False True 9 10 119-220 119-000 0-220 0.6% 0-000 0.0% 9% False False 5 20 119-220 117-270 1-270 1.5% 0-000 0.0% 66% False False 3
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 4.250 119-020 2.618 119-020 1.618 119-020 1.000 119-020 0.618 119-020 HIGH 119-020 0.618 119-020 0.500 119-020 0.382 119-020 LOW 119-020 0.618 119-020 1.000 119-020 1.618 119-020 2.618 119-020 4.250 119-020
Fisher Pivots for day following 21-Jul-2011 Pivot 1 day 3 day R1 119-020 119-110 PP 119-020 119-080 S1 119-020 119-050

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