ECBOT 5 Year T-Note Future December 2011

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Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary Previous Current 22-Jul-2011 25-Jul-2011 Change Change % Previous Week Open 119-090 119-060 -0-030 -0.1% 119-220 High 119-090 119-060 -0-030 -0.1% 119-220 Low 119-090 119-060 -0-030 -0.1% 119-020 Close 119-090 119-060 -0-030 -0.1% 119-090 Range ATR 0-078 0-074 -0-003 -4.4% 0-000 Volume 288 2 -286 -99.3% 332
Daily Pivots for day following 25-Jul-2011 Classic Woodie Camarilla DeMark R4 119-060 119-060 119-060 R3 119-060 119-060 119-060 R2 119-060 119-060 119-060 R1 119-060 119-060 119-060 119-060 PP 119-060 119-060 119-060 119-060 S1 119-060 119-060 119-060 119-060 S2 119-060 119-060 119-060 S3 119-060 119-060 119-060 S4 119-060 119-060 119-060	Weekly Pivots for week ending 22-Jul-2011 Classic Woodie Camarilla DeMark R4 121-070 120-280 119-200 R3 120-190 120-080 119-145 R2 119-310 119-310 119-127 R1 119-200 119-200 119-108 119-155 PP 119-110 119-110 119-110 119-088 S1 119-000 119-000 119-072 118-275 S2 118-230 118-230 119-053 S3 118-030 118-120 119-035 S4 117-150 117-240 118-300
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 119-200 119-020 0-180 0.5% 0-000 0.0% 22% False False 66 10 119-220 119-020 0-200 0.5% 0-000 0.0% 20% False False 33 20 119-220 117-270 1-270 1.5% 0-000 0.0% 73% False False 17
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 4.250 119-060 2.618 119-060 1.618 119-060 1.000 119-060 0.618 119-060 HIGH 119-060 0.618 119-060 0.500 119-060 0.382 119-060 LOW 119-060 0.618 119-060 1.000 119-060 1.618 119-060 2.618 119-060 4.250 119-060
Fisher Pivots for day following 25-Jul-2011 Pivot 1 day 3 day R1 119-060 119-058 PP 119-060 119-057 S1 119-060 119-055

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