ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 26-Aug-2011

Day Change Summary
	Previous	Current
	25-Aug-2011	26-Aug-2011	Change	Change %	Previous Week
Open	122-010	122-120	0-110	0.3%	122-190
High	122-190	122-280	0-090	0.2%	122-280
Low	122-010	122-120	0-110	0.3%	122-000
Close	122-140	122-200	0-060	0.2%	122-200
Range	0-180	0-160	-0-020	-11.1%	0-280
ATR	0-141	0-142	0-001	1.0%	0-000
Volume	282,696	539,290	256,594	90.8%	1,069,903

Daily Pivots for day following 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-040	123-280	122-288
R3	123-200	123-120	122-244
R2	123-040	123-040	122-229
R1	122-280	122-280	122-215	123-000
PP	122-200	122-200	122-200	122-220
S1	122-120	122-120	122-185	122-160
S2	122-040	122-040	122-171
S3	121-200	121-280	122-156
S4	121-040	121-120	122-112

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-040	124-240	123-034
R3	124-080	123-280	122-277
R2	123-120	123-120	122-251
R1	123-000	123-000	122-226	123-060
PP	122-160	122-160	122-160	122-190
S1	122-040	122-040	122-174	122-100
S2	121-200	121-200	122-149
S3	120-240	121-080	122-123
S4	119-280	120-120	122-046

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-280	122-000	0-280	0.7%	0-152	0.4%	71%	True	False	213,980
10	123-020	122-000	1-020	0.9%	0-134	0.3%	59%	False	False	110,194
20	123-020	120-160	2-180	2.1%	0-154	0.4%	83%	False	False	56,199
40	123-020	117-270	5-070	4.3%	0-077	0.2%	92%	False	False	28,108

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	0-017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-000
2.618	124-059
1.618	123-219
1.000	123-120
0.618	123-059
HIGH	122-280
0.618	122-219
0.500	122-200
0.382	122-181
LOW	122-120
0.618	122-021
1.000	121-280
1.618	121-181
2.618	121-021
4.250	120-080

Fisher Pivots for day following 26-Aug-2011
Pivot	1 day	3 day
R1	122-200	122-180
PP	122-200	122-160
S1	122-200	122-140

Download as Excel Spreadsheet

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

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