ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 05-Aug-2011

Day Change Summary
	Previous	Current
	04-Aug-2011	05-Aug-2011	Change	Change %	Previous Week
Open	121-040	121-100	0-060	0.2%	120-160
High	121-040	121-100	0-060	0.2%	121-100
Low	121-040	120-170	-0-190	-0.5%	120-160
Close	121-120	120-270	-0-170	-0.4%	120-270
Range	0-000	0-250	0-250		0-260
ATR	0-086	0-099	0-013	15.3%	0-000
Volume	1,681	2,286	605	36.0%	7,246

Daily Pivots for day following 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-077	122-263	121-088
R3	122-147	122-013	121-019
R2	121-217	121-217	120-316
R1	121-083	121-083	120-293	121-025
PP	120-287	120-287	120-287	120-258
S1	120-153	120-153	120-247	120-095
S2	120-037	120-037	120-224
S3	119-107	119-223	120-201
S4	118-177	118-293	120-132

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-103	122-287	121-093
R3	122-163	122-027	121-022
R2	121-223	121-223	120-318
R1	121-087	121-087	120-294	121-155
PP	120-283	120-283	120-283	120-318
S1	120-147	120-147	120-246	120-215
S2	120-023	120-023	120-222
S3	119-083	119-207	120-198
S4	118-143	118-267	120-127

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-100	120-160	0-260	0.7%	0-092	0.2%	42%	True	False	1,449
10	121-100	119-060	2-040	1.8%	0-047	0.1%	78%	True	False	726
20	121-100	119-020	2-080	1.9%	0-024	0.1%	79%	True	False	380

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-007
Widest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	124-202
2.618	123-114
1.618	122-184
1.000	122-030
0.618	121-254
HIGH	121-100
0.618	121-004
0.500	120-295
0.382	120-266
LOW	120-170
0.618	120-016
1.000	119-240
1.618	119-086
2.618	118-156
4.250	117-068

Fisher Pivots for day following 05-Aug-2011
Pivot	1 day	3 day
R1	120-295	120-295
PP	120-287	120-287
S1	120-278	120-278

Download as Excel Spreadsheet

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

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