ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 17-Aug-2011

Day Change Summary
	Previous	Current
	16-Aug-2011	17-Aug-2011	Change	Change %	Previous Week
Open	122-020	122-120	0-100	0.3%	120-260
High	122-150	122-180	0-030	0.1%	122-220
Low	122-020	122-100	0-080	0.2%	120-260
Close	122-130	122-160	0-030	0.1%	122-090
Range	0-130	0-080	-0-050	-38.5%	1-280
ATR	0-139	0-134	-0-004	-3.0%	0-000
Volume	3,187	5,704	2,517	79.0%	14,810

Daily Pivots for day following 17-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-067	123-033	122-204
R3	122-307	122-273	122-182
R2	122-227	122-227	122-175
R1	122-193	122-193	122-167	122-210
PP	122-147	122-147	122-147	122-155
S1	122-113	122-113	122-153	122-130
S2	122-067	122-067	122-145
S3	121-307	122-033	122-138
S4	121-227	121-273	122-116

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%	0-118	0.3%	84%	False	False	4,552
10	122-220	120-170	2-050	1.8%	0-180	0.5%	91%	False	False	2,978
20	122-220	119-020	3-200	3.0%	0-101	0.3%	95%	False	False	1,669
40	122-220	117-270	4-270	4.0%	0-050	0.1%	96%	False	False	835

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-200
2.618	123-069
1.618	122-309
1.000	122-260
0.618	122-229
HIGH	122-180
0.618	122-149
0.500	122-140
0.382	122-131
LOW	122-100
0.618	122-051
1.000	122-020
1.618	121-291
2.618	121-211
4.250	121-080

Fisher Pivots for day following 17-Aug-2011
Pivot	1 day	3 day
R1	122-153	122-140
PP	122-147	122-120
S1	122-140	122-100

Download as Excel Spreadsheet

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

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