ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 11-Aug-2011

Day Change Summary
	Previous	Current
	10-Aug-2011	11-Aug-2011	Change	Change %	Previous Week
Open	122-110	122-200	0-090	0.2%	120-160
High	122-190	122-200	0-010	0.0%	121-100
Low	122-020	121-270	-0-070	-0.2%	120-160
Close	122-100	122-010	-0-090	-0.2%	120-270
Range	0-170	0-250	0-080	47.1%	0-260
ATR	0-143	0-150	0-008	5.4%	0-000
Volume	922	1,271	349	37.9%	7,246

Daily Pivots for day following 11-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-163	124-017	122-148
R3	123-233	123-087	122-079
R2	122-303	122-303	122-056
R1	122-157	122-157	122-033	122-105
PP	122-053	122-053	122-053	122-028
S1	121-227	121-227	121-307	121-175
S2	121-123	121-123	121-284
S3	120-193	120-297	121-261
S4	119-263	120-047	121-192

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%	0-292	0.7%	70%	False	False	1,323
10	122-220	120-080	2-140	2.0%	0-167	0.4%	73%	False	False	1,157
20	122-220	119-020	3-200	3.0%	0-084	0.2%	82%	False	False	596
40	122-220	117-270	4-270	4.0%	0-042	0.1%	86%	False	False	298

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

Fibonacci Retracements and Extensions
4.250	125-302
2.618	124-214
1.618	123-284
1.000	123-130
0.618	123-034
HIGH	122-200
0.618	122-104
0.500	122-075
0.382	122-046
LOW	121-270
0.618	121-116
1.000	121-020
1.618	120-186
2.618	119-256
4.250	118-168

Fisher Pivots for day following 11-Aug-2011
Pivot	1 day	3 day
R1	122-075	121-315
PP	122-053	121-300
S1	122-032	121-285

Download as Excel Spreadsheet

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

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