ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 02-Sep-2011

Day Change Summary
	Previous	Current
	01-Sep-2011	02-Sep-2011	Change	Change %	Previous Week
Open	122-155	122-255	0-100	0.3%	122-192
High	122-277	123-050	0-093	0.2%	123-050
Low	122-107	122-160	0-053	0.1%	122-045
Close	122-235	122-290	0-055	0.1%	122-290
Range	0-170	0-210	0-040	23.5%	1-005
ATR	0-144	0-149	0-005	3.3%	0-000
Volume	623,410	548,149	-75,261	-12.1%	2,614,897

Daily Pivots for day following 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-263	124-167	123-086
R3	124-053	123-277	123-028
R2	123-163	123-163	123-008
R1	123-067	123-067	122-309	123-115
PP	122-273	122-273	122-273	122-298
S1	122-177	122-177	122-271	122-225
S2	122-063	122-063	122-252
S3	121-173	121-287	122-232
S4	120-283	121-077	122-174

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-250	125-115	123-149
R3	124-245	124-110	123-059
R2	123-240	123-240	123-030
R1	123-105	123-105	123-000	123-172
PP	122-235	122-235	122-235	122-269
S1	122-100	122-100	122-260	122-168
S2	121-230	121-230	122-230
S3	120-225	121-095	122-201
S4	119-220	120-090	122-111

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-050	122-045	1-005	0.8%	0-159	0.4%	75%	True	False	522,979
10	123-050	122-000	1-050	0.9%	0-156	0.4%	78%	True	False	368,480
20	123-050	120-260	2-110	1.9%	0-171	0.4%	89%	True	False	186,582
40	123-050	119-020	4-030	3.3%	0-097	0.2%	94%	True	False	93,481

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	125-302
2.618	124-280
1.618	124-070
1.000	123-260
0.618	123-180
HIGH	123-050
0.618	122-290
0.500	122-265
0.382	122-240
LOW	122-160
0.618	122-030
1.000	121-270
1.618	121-140
2.618	120-250
4.250	119-228

Fisher Pivots for day following 02-Sep-2011
Pivot	1 day	3 day
R1	122-282	122-273
PP	122-273	122-256
S1	122-265	122-238

Download as Excel Spreadsheet

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

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