ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 30-Aug-2011

Day Change Summary
	Previous	Current
	29-Aug-2011	30-Aug-2011	Change	Change %	Previous Week
Open	122-192	122-115	-0-077	-0.2%	122-190
High	122-195	122-252	0-057	0.1%	122-280
Low	122-045	122-115	0-070	0.2%	122-000
Close	122-117	122-217	0-100	0.3%	122-200
Range	0-150	0-137	-0-013	-8.7%	0-280
ATR	0-143	0-143	0-000	-0.3%	0-000
Volume	372,908	511,797	138,889	37.2%	1,069,903

Daily Pivots for day following 30-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-286	123-228	122-292
R3	123-149	123-091	122-255
R2	123-012	123-012	122-242
R1	122-274	122-274	122-230	122-303
PP	122-195	122-195	122-195	122-209
S1	122-137	122-137	122-204	122-166
S2	122-058	122-058	122-192
S3	121-241	122-000	122-179
S4	121-104	121-183	122-142

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%	0-159	0.4%	78%	False	False	373,388
10	123-020	122-000	1-020	0.9%	0-144	0.4%	64%	False	False	198,133
20	123-020	120-170	2-170	2.1%	0-161	0.4%	85%	False	False	100,404
40	123-020	118-040	4-300	4.0%	0-084	0.2%	92%	False	False	50,226

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	124-194
2.618	123-291
1.618	123-154
1.000	123-069
0.618	123-017
HIGH	122-252
0.618	122-200
0.500	122-184
0.382	122-167
LOW	122-115
0.618	122-030
1.000	121-298
1.618	121-213
2.618	121-076
4.250	120-173

Fisher Pivots for day following 30-Aug-2011
Pivot	1 day	3 day
R1	122-206	122-199
PP	122-195	122-181
S1	122-184	122-162

Download as Excel Spreadsheet

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

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