ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 29-Aug-2011

Day Change Summary
	Previous	Current
	26-Aug-2011	29-Aug-2011	Change	Change %	Previous Week
Open	122-120	122-192	0-072	0.2%	122-190
High	122-280	122-195	-0-085	-0.2%	122-280
Low	122-120	122-045	-0-075	-0.2%	122-000
Close	122-200	122-117	-0-083	-0.2%	122-200
Range	0-160	0-150	-0-010	-6.3%	0-280
ATR	0-142	0-143	0-001	0.6%	0-000
Volume	539,290	372,908	-166,382	-30.9%	1,069,903

Daily Pivots for day following 29-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-249	123-173	122-200
R3	123-099	123-023	122-158
R2	122-269	122-269	122-144
R1	122-193	122-193	122-131	122-156
PP	122-119	122-119	122-119	122-100
S1	122-043	122-043	122-103	122-006
S2	121-289	121-289	122-090
S3	121-139	121-213	122-076
S4	120-309	121-063	122-034

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%	0-162	0.4%	42%	False	False	278,166
10	123-020	122-000	1-020	0.9%	0-143	0.4%	34%	False	False	147,272
20	123-020	120-160	2-180	2.1%	0-162	0.4%	73%	False	False	74,832
40	123-020	118-040	4-300	4.0%	0-081	0.2%	86%	False	False	37,431

Crabel Price Patterns
NR	True
NR4	True
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	0-015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-192
2.618	123-268
1.618	123-118
1.000	123-025
0.618	122-288
HIGH	122-195
0.618	122-138
0.500	122-120
0.382	122-102
LOW	122-045
0.618	121-272
1.000	121-215
1.618	121-122
2.618	120-292
4.250	120-048

Fisher Pivots for day following 29-Aug-2011
Pivot	1 day	3 day
R1	122-120	122-145
PP	122-119	122-136
S1	122-118	122-126

Download as Excel Spreadsheet

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

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