ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 08-Sep-2011

Day Change Summary
	Previous	Current
	07-Sep-2011	08-Sep-2011	Change	Change %	Previous Week
Open	122-272	122-230	-0-042	-0.1%	122-192
High	122-275	122-317	0-042	0.1%	123-050
Low	122-195	122-227	0-032	0.1%	122-045
Close	122-240	122-305	0-065	0.2%	122-290
Range	0-080	0-090	0-010	12.5%	1-005
ATR	0-142	0-138	-0-004	-2.6%	0-000
Volume	419,734	488,063	68,329	16.3%	2,614,897

Daily Pivots for day following 08-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-233	123-199	123-034
R3	123-143	123-109	123-010
R2	123-053	123-053	123-002
R1	123-019	123-019	122-313	123-036
PP	122-283	122-283	122-283	122-292
S1	122-249	122-249	122-297	122-266
S2	122-193	122-193	122-288
S3	122-103	122-159	122-280
S4	122-013	122-069	122-256

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%	0-134	0.3%	75%	False	False	521,053
10	123-050	122-010	1-040	0.9%	0-143	0.4%	82%	False	False	487,059
20	123-050	121-270	1-100	1.1%	0-137	0.3%	85%	False	False	258,114
40	123-050	119-020	4-030	3.3%	0-104	0.3%	95%	False	False	129,323
60	123-050	117-270	5-100	4.3%	0-070	0.2%	96%	False	False	86,216

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-060
2.618	123-233
1.618	123-143
1.000	123-087
0.618	123-053
HIGH	122-317
0.618	122-283
0.500	122-272
0.382	122-261
LOW	122-227
0.618	122-171
1.000	122-137
1.618	122-081
2.618	121-311
4.250	121-164

Fisher Pivots for day following 08-Sep-2011
Pivot	1 day	3 day
R1	122-294	122-295
PP	122-283	122-286
S1	122-272	122-276

Download as Excel Spreadsheet

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

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