ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 24-Aug-2011

Day Change Summary
	Previous	Current
	23-Aug-2011	24-Aug-2011	Change	Change %	Previous Week
Open	122-150	122-140	-0-010	0.0%	122-050
High	122-220	122-170	-0-050	-0.1%	123-020
Low	122-070	122-000	-0-070	-0.2%	122-020
Close	122-130	122-050	-0-080	-0.2%	122-180
Range	0-150	0-170	0-020	13.3%	1-000
ATR	0-136	0-138	0-002	1.8%	0-000
Volume	35,684	160,253	124,569	349.1%	32,038

Daily Pivots for day following 24-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-263	123-167	122-144
R3	123-093	122-317	122-097
R2	122-243	122-243	122-081
R1	122-147	122-147	122-066	122-110
PP	122-073	122-073	122-073	122-055
S1	121-297	121-297	122-034	121-260
S2	121-223	121-223	122-019
S3	121-053	121-127	122-003
S4	120-203	120-277	121-276

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	122-000	1-020	0.9%	0-146	0.4%	15%	False	True	53,788
10	123-020	121-270	1-070	1.0%	0-132	0.3%	26%	False	False	29,170
20	123-020	119-140	3-200	3.0%	0-137	0.4%	75%	False	False	15,101
40	123-020	117-270	5-070	4.3%	0-069	0.2%	83%	False	False	7,559

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-252
2.618	123-295
1.618	123-125
1.000	123-020
0.618	122-275
HIGH	122-170
0.618	122-105
0.500	122-085
0.382	122-065
LOW	122-000
0.618	121-215
1.000	121-150
1.618	121-045
2.618	120-195
4.250	119-238

Fisher Pivots for day following 24-Aug-2011
Pivot	1 day	3 day
R1	122-085	122-110
PP	122-073	122-090
S1	122-062	122-070

Download as Excel Spreadsheet

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

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