ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 08-Aug-2011

Day Change Summary
	Previous	Current
	05-Aug-2011	08-Aug-2011	Change	Change %	Previous Week
Open	121-100	120-260	-0-160	-0.4%	120-160
High	121-100	121-220	0-120	0.3%	121-100
Low	120-170	120-260	0-090	0.2%	120-160
Close	120-270	121-160	0-210	0.5%	120-270
Range	0-250	0-280	0-030	12.0%	0-260
ATR	0-099	0-112	0-013	13.0%	0-000
Volume	2,286	512	-1,774	-77.6%	7,246

Daily Pivots for day following 08-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-307	123-193	121-314
R3	123-027	122-233	121-237
R2	122-067	122-067	121-211
R1	121-273	121-273	121-186	122-010
PP	121-107	121-107	121-107	121-135
S1	120-313	120-313	121-134	121-050
S2	120-147	120-147	121-109
S3	119-187	120-033	121-083
S4	118-227	119-073	121-006

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	121-220	120-160	1-060	1.0%	0-148	0.4%	84%	True	False	1,501
10	121-220	119-080	2-140	2.0%	0-075	0.2%	92%	True	False	777
20	121-220	119-020	2-200	2.2%	0-038	0.1%	93%	True	False	405
40	121-220	117-270	3-270	3.2%	0-019	0.0%	95%	True	False	203

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 41 trading days

Fibonacci Retracements and Extensions
4.250	125-130
2.618	123-313
1.618	123-033
1.000	122-180
0.618	122-073
HIGH	121-220
0.618	121-113
0.500	121-080
0.382	121-047
LOW	120-260
0.618	120-087
1.000	119-300
1.618	119-127
2.618	118-167
4.250	117-030

Fisher Pivots for day following 08-Aug-2011
Pivot	1 day	3 day
R1	121-133	121-118
PP	121-107	121-077
S1	121-080	121-035

Download as Excel Spreadsheet

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

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