ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 10-Aug-2011

Day Change Summary
	Previous	Current
	09-Aug-2011	10-Aug-2011	Change	Change %	Previous Week
Open	121-210	122-110	0-220	0.6%	120-160
High	122-220	122-190	-0-030	-0.1%	121-100
Low	121-030	122-020	0-310	0.8%	120-160
Close	122-110	122-100	-0-010	0.0%	120-270
Range	1-190	0-170	-1-020	-66.7%	0-260
ATR	0-141	0-143	0-002	1.5%	0-000
Volume	1,625	922	-703	-43.3%	7,246

Daily Pivots for day following 10-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-293	123-207	122-194
R3	123-123	123-037	122-147
R2	122-273	122-273	122-131
R1	122-187	122-187	122-116	122-145
PP	122-103	122-103	122-103	122-082
S1	122-017	122-017	122-084	121-295
S2	121-253	121-253	122-069
S3	121-083	121-167	122-053
S4	120-233	120-317	122-006

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	122-220	120-170	2-050	1.8%	0-242	0.6%	83%	False	False	1,405
10	122-220	119-140	3-080	2.7%	0-142	0.4%	88%	False	False	1,031
20	122-220	119-020	3-200	3.0%	0-072	0.2%	90%	False	False	532
40	122-220	117-270	4-270	4.0%	0-036	0.1%	92%	False	False	266

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-272
2.618	123-315
1.618	123-145
1.000	123-040
0.618	122-295
HIGH	122-190
0.618	122-125
0.500	122-105
0.382	122-085
LOW	122-020
0.618	121-235
1.000	121-170
1.618	121-065
2.618	120-215
4.250	119-258

Fisher Pivots for day following 10-Aug-2011
Pivot	1 day	3 day
R1	122-105	122-040
PP	122-103	121-300
S1	122-102	121-240

Download as Excel Spreadsheet

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

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