ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 26-Jul-2011

Day Change Summary
	Previous	Current
	25-Jul-2011	26-Jul-2011	Change	Change %	Previous Week
Open	119-060	119-080	0-020	0.1%	119-220
High	119-060	119-090	0-030	0.1%	119-220
Low	119-060	119-080	0-020	0.1%	119-020
Close	119-060	119-140	0-080	0.2%	119-090
Range	0-000	0-010	0-010		0-200
ATR	0-074	0-071	-0-003	-4.3%	0-000
Volume	2	2	0	0.0%	332

Daily Pivots for day following 26-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-133	119-147	119-146
R3	119-123	119-137	119-143
R2	119-113	119-113	119-142
R1	119-127	119-127	119-141	119-120
PP	119-103	119-103	119-103	119-100
S1	119-117	119-117	119-139	119-110
S2	119-093	119-093	119-138
S3	119-083	119-107	119-137
S4	119-073	119-097	119-134

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	119-130	119-020	0-110	0.3%	0-002	0.0%	109%	False	False	66
10	119-220	119-020	0-200	0.5%	0-001	0.0%	60%	False	False	33
20	119-220	117-270	1-270	1.5%	0-000	0.0%	86%	False	False	17

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	119-132
2.618	119-116
1.618	119-106
1.000	119-100
0.618	119-096
HIGH	119-090
0.618	119-086
0.500	119-085
0.382	119-084
LOW	119-080
0.618	119-074
1.000	119-070
1.618	119-064
2.618	119-054
4.250	119-038

Fisher Pivots for day following 26-Jul-2011
Pivot	1 day	3 day
R1	119-122	119-118
PP	119-103	119-097
S1	119-085	119-075

Download as Excel Spreadsheet

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

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