ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 16-Aug-2011

Day Change Summary
	Previous	Current
	15-Aug-2011	16-Aug-2011	Change	Change %	Previous Week
Open	122-050	122-020	-0-030	-0.1%	120-260
High	122-090	122-150	0-060	0.2%	122-220
Low	122-030	122-020	-0-010	0.0%	120-260
Close	122-040	122-130	0-090	0.2%	122-090
Range	0-060	0-130	0-070	116.7%	1-280
ATR	0-139	0-139	-0-001	-0.5%	0-000
Volume	2,120	3,187	1,067	50.3%	14,810

Daily Pivots for day following 16-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-170	123-120	122-202
R3	123-040	122-310	122-166
R2	122-230	122-230	122-154
R1	122-180	122-180	122-142	122-205
PP	122-100	122-100	122-100	122-112
S1	122-050	122-050	122-118	122-075
S2	121-290	121-290	122-106
S3	121-160	121-240	122-094
S4	121-030	121-110	122-058

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	127-177	126-253	123-100
R3	125-217	124-293	122-255
R2	123-257	123-257	122-200
R1	123-013	123-013	122-145	123-135
PP	121-297	121-297	121-297	122-038
S1	121-053	121-053	122-035	121-175
S2	120-017	120-017	121-300
S3	118-057	119-093	121-245
S4	116-097	117-133	121-080

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-200	121-270	0-250	0.6%	0-136	0.3%	72%	False	False	3,596
10	122-220	120-170	2-050	1.8%	0-178	0.5%	87%	False	False	2,675
20	122-220	119-020	3-200	3.0%	0-097	0.2%	92%	False	False	1,385
40	122-220	117-270	4-270	4.0%	0-048	0.1%	94%	False	False	693

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	0-028
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-062
2.618	123-170
1.618	123-040
1.000	122-280
0.618	122-230
HIGH	122-150
0.618	122-100
0.500	122-085
0.382	122-070
LOW	122-020
0.618	121-260
1.000	121-210
1.618	121-130
2.618	121-000
4.250	120-108

Fisher Pivots for day following 16-Aug-2011
Pivot	1 day	3 day
R1	122-115	122-115
PP	122-100	122-100
S1	122-085	122-085

Download as Excel Spreadsheet

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

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