ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 19-Aug-2011

Day Change Summary
	Previous	Current
	18-Aug-2011	19-Aug-2011	Change	Change %	Previous Week
Open	122-170	122-220	0-050	0.1%	122-050
High	123-020	122-240	-0-100	-0.3%	123-020
Low	122-160	122-110	-0-050	-0.1%	122-020
Close	122-180	122-180	0-000	0.0%	122-180
Range	0-180	0-130	-0-050	-27.8%	1-000
ATR	0-138	0-137	-0-001	-0.4%	0-000
Volume	3,969	17,058	13,089	329.8%	32,038

Daily Pivots for day following 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-247	123-183	122-252
R3	123-117	123-053	122-216
R2	122-307	122-307	122-204
R1	122-243	122-243	122-192	122-210
PP	122-177	122-177	122-177	122-160
S1	122-113	122-113	122-168	122-080
S2	122-047	122-047	122-156
S3	121-237	121-303	122-144
S4	121-107	121-173	122-108

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-180	125-020	123-036
R3	124-180	124-020	122-268
R2	123-180	123-180	122-239
R1	123-020	123-020	122-209	123-100
PP	122-180	122-180	122-180	122-220
S1	122-020	122-020	122-151	122-100
S2	121-180	121-180	122-121
S3	120-180	121-020	122-092
S4	119-180	120-020	122-004

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-020	122-020	1-000	0.8%	0-116	0.3%	50%	False	False	6,407
10	123-020	120-260	2-080	1.8%	0-186	0.5%	78%	False	False	4,684
20	123-020	119-060	3-280	3.2%	0-116	0.3%	87%	False	False	2,705
40	123-020	117-270	5-070	4.3%	0-058	0.1%	90%	False	False	1,361

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	0-033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-152
2.618	123-260
1.618	123-130
1.000	123-050
0.618	123-000
HIGH	122-240
0.618	122-190
0.500	122-175
0.382	122-160
LOW	122-110
0.618	122-030
1.000	121-300
1.618	121-220
2.618	121-090
4.250	120-198

Fisher Pivots for day following 19-Aug-2011
Pivot	1 day	3 day
R1	122-178	122-220
PP	122-177	122-207
S1	122-175	122-193

Download as Excel Spreadsheet

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

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