ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 06-Sep-2011

Day Change Summary
	Previous	Current
	02-Sep-2011	06-Sep-2011	Change	Change %	Previous Week
Open	122-255	122-282	0-027	0.1%	122-192
High	123-050	123-037	-0-013	0.0%	123-050
Low	122-160	122-237	0-077	0.2%	122-045
Close	122-290	122-280	-0-010	0.0%	122-290
Range	0-210	0-120	-0-090	-42.9%	1-005
ATR	0-149	0-147	-0-002	-1.4%	0-000
Volume	548,149	525,911	-22,238	-4.1%	2,614,897

Daily Pivots for day following 06-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-011	123-266	123-026
R3	123-211	123-146	122-313
R2	123-091	123-091	122-302
R1	123-026	123-026	122-291	122-318
PP	122-291	122-291	122-291	122-278
S1	122-226	122-226	122-269	122-198
S2	122-171	122-171	122-258
S3	122-051	122-106	122-247
S4	121-251	121-306	122-214

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	122-107	0-263	0.7%	0-153	0.4%	66%	False	False	553,580
10	123-050	122-000	1-050	0.9%	0-158	0.4%	76%	False	False	415,873
20	123-050	121-030	2-020	1.7%	0-163	0.4%	86%	False	False	212,852
40	123-050	119-020	4-030	3.3%	0-100	0.3%	93%	False	False	106,629
60	123-050	117-270	5-100	4.3%	0-067	0.2%	95%	False	False	71,086

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	124-227
2.618	124-031
1.618	123-231
1.000	123-157
0.618	123-111
HIGH	123-037
0.618	122-311
0.500	122-297
0.382	122-283
LOW	122-237
0.618	122-163
1.000	122-117
1.618	122-043
2.618	121-243
4.250	121-047

Fisher Pivots for day following 06-Sep-2011
Pivot	1 day	3 day
R1	122-297	122-266
PP	122-291	122-252
S1	122-286	122-238

Download as Excel Spreadsheet

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

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