ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 02-Aug-2011

Day Change Summary
	Previous	Current
	01-Aug-2011	02-Aug-2011	Change	Change %	Previous Week
Open	120-160	120-230	0-070	0.2%	119-060
High	120-160	120-310	0-150	0.4%	120-080
Low	120-160	120-160	0-000	0.0%	119-060
Close	120-160	120-300	0-140	0.4%	120-080
Range	0-000	0-150	0-150		1-020
ATR	0-083	0-088	0-005	5.8%	0-000
Volume	253	353	100	39.5%	19

Daily Pivots for day following 02-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-067	122-013	121-062
R3	121-237	121-183	121-021
R2	121-087	121-087	121-008
R1	121-033	121-033	120-314	121-060
PP	120-257	120-257	120-257	120-270
S1	120-203	120-203	120-286	120-230
S2	120-107	120-107	120-272
S3	119-277	120-053	120-259
S4	119-127	119-223	120-218

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-027	122-233	120-267
R3	122-007	121-213	120-174
R2	120-307	120-307	120-142
R1	120-193	120-193	120-111	120-250
PP	119-287	119-287	119-287	119-315
S1	119-173	119-173	120-049	119-230
S2	118-267	118-267	120-018
S3	117-247	118-153	119-306
S4	116-227	117-133	119-213

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-310	119-080	1-230	1.4%	0-030	0.1%	98%	True	False	124
10	120-310	119-020	1-290	1.6%	0-016	0.0%	98%	True	False	95
20	120-310	118-040	2-270	2.4%	0-008	0.0%	99%	True	False	48

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	0-007
Widest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	122-308
2.618	122-063
1.618	121-233
1.000	121-140
0.618	121-083
HIGH	120-310
0.618	120-253
0.500	120-235
0.382	120-217
LOW	120-160
0.618	120-067
1.000	120-010
1.618	119-237
2.618	119-087
4.250	118-162

Fisher Pivots for day following 02-Aug-2011
Pivot	1 day	3 day
R1	120-278	120-265
PP	120-257	120-230
S1	120-235	120-195

Download as Excel Spreadsheet

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

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