ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 09-Aug-2011

Day Change Summary
	Previous	Current
	08-Aug-2011	09-Aug-2011	Change	Change %	Previous Week
Open	120-260	121-210	0-270	0.7%	120-160
High	121-220	122-220	1-000	0.8%	121-100
Low	120-260	121-030	0-090	0.2%	120-160
Close	121-160	122-110	0-270	0.7%	120-270
Range	0-280	1-190	0-230	82.1%	0-260
ATR	0-112	0-141	0-028	25.3%	0-000
Volume	512	1,625	1,113	217.4%	7,246

Daily Pivots for day following 09-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-263	126-057	123-070
R3	125-073	124-187	122-250
R2	123-203	123-203	122-204
R1	122-317	122-317	122-157	123-100
PP	122-013	122-013	122-013	122-065
S1	121-127	121-127	122-063	121-230
S2	120-143	120-143	122-016
S3	118-273	119-257	121-290
S4	117-083	118-067	121-150

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	122-220	120-170	2-050	1.8%	0-220	0.6%	84%	True	False	1,755
10	122-220	119-080	3-140	2.8%	0-125	0.3%	90%	True	False	939
20	122-220	119-020	3-200	3.0%	0-063	0.2%	91%	True	False	486
40	122-220	117-270	4-270	4.0%	0-032	0.1%	93%	True	False	243

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	0-025
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	129-148
2.618	126-275
1.618	125-085
1.000	124-090
0.618	123-215
HIGH	122-220
0.618	122-025
0.500	121-285
0.382	121-225
LOW	121-030
0.618	120-035
1.000	119-160
1.618	118-165
2.618	116-295
4.250	114-102

Fisher Pivots for day following 09-Aug-2011
Pivot	1 day	3 day
R1	122-062	122-032
PP	122-013	121-273
S1	121-285	121-195

Download as Excel Spreadsheet

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

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