ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 12-Aug-2011

Day Change Summary
	Previous	Current
	11-Aug-2011	12-Aug-2011	Change	Change %	Previous Week
Open	129-050	128-060	-0-310	-0.8%	125-290
High	129-100	128-280	-0-140	-0.3%	129-290
Low	128-000	128-060	0-060	0.1%	125-270
Close	128-070	128-270	0-200	0.5%	128-270
Range	1-100	0-220	-0-200	-47.6%	4-020
ATR	1-037	1-028	-0-010	-2.7%	0-000
Volume	6,495	9,239	2,744	42.2%	35,420

Daily Pivots for day following 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	130-223	130-147	129-071
R3	130-003	129-247	129-010
R2	129-103	129-103	128-310
R1	129-027	129-027	128-290	129-065
PP	128-203	128-203	128-203	128-222
S1	128-127	128-127	128-250	128-165
S2	127-303	127-303	128-230
S3	127-083	127-227	128-210
S4	126-183	127-007	128-149

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	140-123	138-217	131-025
R3	136-103	134-197	129-308
R2	132-083	132-083	129-188
R1	130-177	130-177	129-069	131-130
PP	128-063	128-063	128-063	128-200
S1	126-157	126-157	128-151	127-110
S2	124-043	124-043	128-032
S3	120-023	122-137	127-232
S4	116-003	118-117	126-195

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-290	125-270	4-020	3.2%	1-230	1.3%	74%	False	False	7,084
10	129-290	124-000	5-290	4.6%	1-151	1.1%	82%	False	False	5,785
20	129-290	122-130	7-160	5.8%	1-007	0.8%	86%	False	False	3,365
40	129-290	120-120	9-170	7.4%	0-253	0.6%	89%	False	False	2,265
60	129-290	120-030	9-260	7.6%	0-178	0.4%	89%	False	False	1,512
80	129-290	117-130	12-160	9.7%	0-133	0.3%	92%	False	False	1,134
100	129-290	115-280	14-010	10.9%	0-107	0.3%	92%	False	False	908
120	129-290	115-210	14-080	11.1%	0-089	0.2%	93%	False	False	757

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	0-074
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	131-255
2.618	130-216
1.618	129-316
1.000	129-180
0.618	129-096
HIGH	128-280
0.618	128-196
0.500	128-170
0.382	128-144
LOW	128-060
0.618	127-244
1.000	127-160
1.618	127-024
2.618	126-124
4.250	125-085

Fisher Pivots for day following 12-Aug-2011
Pivot	1 day	3 day
R1	128-237	128-253
PP	128-203	128-237
S1	128-170	128-220

Download as Excel Spreadsheet

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

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