ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 15-Aug-2011

Day Change Summary
	Previous	Current
	12-Aug-2011	15-Aug-2011	Change	Change %	Previous Week
Open	128-060	128-210	0-150	0.4%	125-290
High	128-280	128-300	0-020	0.0%	129-290
Low	128-060	128-120	0-060	0.1%	125-270
Close	128-270	128-170	-0-100	-0.2%	128-270
Range	0-220	0-180	-0-040	-18.2%	4-020
ATR	1-028	1-016	-0-012	-3.4%	0-000
Volume	9,239	7,088	-2,151	-23.3%	35,420

Daily Pivots for day following 15-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	130-097	129-313	128-269
R3	129-237	129-133	128-220
R2	129-057	129-057	128-203
R1	128-273	128-273	128-186	128-235
PP	128-197	128-197	128-197	128-178
S1	128-093	128-093	128-154	128-055
S2	128-017	128-017	128-137
S3	127-157	127-233	128-120
S4	126-297	127-053	128-071

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	126-250	3-040	2.4%	1-148	1.1%	56%	False	False	7,550
10	129-290	124-270	5-020	3.9%	1-134	1.1%	73%	False	False	6,268
20	129-290	122-130	7-160	5.8%	1-011	0.8%	82%	False	False	3,626
40	129-290	120-120	9-170	7.4%	0-257	0.6%	86%	False	False	2,436
60	129-290	120-030	9-260	7.6%	0-181	0.4%	86%	False	False	1,630
80	129-290	117-160	12-130	9.7%	0-136	0.3%	89%	False	False	1,223
100	129-290	115-280	14-010	10.9%	0-108	0.3%	90%	False	False	979
120	129-290	115-210	14-080	11.1%	0-090	0.2%	90%	False	False	816

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-082
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	131-105
2.618	130-131
1.618	129-271
1.000	129-160
0.618	129-091
HIGH	128-300
0.618	128-231
0.500	128-210
0.382	128-189
LOW	128-120
0.618	128-009
1.000	127-260
1.618	127-149
2.618	126-289
4.250	125-315

Fisher Pivots for day following 15-Aug-2011
Pivot	1 day	3 day
R1	128-210	128-210
PP	128-197	128-197
S1	128-183	128-183

Download as Excel Spreadsheet

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

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