ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 04-Aug-2011

Day Change Summary
	Previous	Current
	03-Aug-2011	04-Aug-2011	Change	Change %	Previous Week
Open	121-000	121-040	0-040	0.1%	119-060
High	121-000	121-040	0-040	0.1%	120-080
Low	120-260	121-040	0-100	0.3%	119-060
Close	120-270	121-120	0-170	0.4%	120-080
Range	0-060	0-000	-0-060	-100.0%	1-020
ATR	0-086	0-086	0-000	0.4%	0-000
Volume	2,673	1,681	-992	-37.1%	19

Daily Pivots for day following 04-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-067	121-093	121-120
R3	121-067	121-093	121-120
R2	121-067	121-067	121-120
R1	121-093	121-093	121-120	121-080
PP	121-067	121-067	121-067	121-060
S1	121-093	121-093	121-120	121-080
S2	121-067	121-067	121-120
S3	121-067	121-093	121-120
S4	121-067	121-093	121-120

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	121-040	120-080	0-280	0.7%	0-042	0.1%	129%	True	False	992
10	121-040	119-060	1-300	1.6%	0-022	0.1%	113%	True	False	526
20	121-040	119-000	2-040	1.8%	0-011	0.0%	112%	True	False	265

Crabel Price Patterns
NR	True
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	0-007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-040
2.618	121-040
1.618	121-040
1.000	121-040
0.618	121-040
HIGH	121-040
0.618	121-040
0.500	121-040
0.382	121-040
LOW	121-040
0.618	121-040
1.000	121-040
1.618	121-040
2.618	121-040
4.250	121-040

Fisher Pivots for day following 04-Aug-2011
Pivot	1 day	3 day
R1	121-093	121-060
PP	121-067	121-000
S1	121-040	120-260

Download as Excel Spreadsheet

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

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