ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 19-Aug-2011

Day Change Summary
	Previous	Current
	18-Aug-2011	19-Aug-2011	Change	Change %	Previous Week
Open	129-100	129-280	0-180	0.4%	128-210
High	130-220	130-080	-0-140	-0.3%	130-220
Low	129-100	129-130	0-030	0.1%	128-110
Close	129-270	129-280	0-010	0.0%	129-280
Range	1-120	0-270	-0-170	-38.6%	2-110
ATR	1-010	1-006	-0-004	-1.3%	0-000
Volume	12,384	33,589	21,205	171.2%	79,898

Daily Pivots for day following 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-120	131-310	130-108
R3	131-170	131-040	130-034
R2	130-220	130-220	130-010
R1	130-090	130-090	129-305	130-095
PP	129-270	129-270	129-270	129-272
S1	129-140	129-140	129-255	129-145
S2	129-000	129-000	129-230
S3	128-050	128-190	129-206
S4	127-100	127-240	129-132

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	136-213	135-197	131-052
R3	134-103	133-087	130-166
R2	131-313	131-313	130-098
R1	130-297	130-297	130-029	131-145
PP	129-203	129-203	129-203	129-288
S1	128-187	128-187	129-211	129-035
S2	127-093	127-093	129-142
S3	124-303	126-077	129-074
S4	122-193	123-287	128-188

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-220	128-110	2-110	1.8%	0-272	0.7%	65%	False	False	15,979
10	130-220	125-270	4-270	3.7%	1-091	1.0%	83%	False	False	11,531
20	130-220	122-170	8-050	6.3%	1-037	0.9%	90%	False	False	7,172
40	130-220	120-120	10-100	7.9%	0-280	0.7%	92%	False	False	4,029
60	130-220	120-120	10-100	7.9%	0-200	0.5%	92%	False	False	2,844
80	130-220	118-070	12-150	9.6%	0-150	0.4%	93%	False	False	2,133
100	130-220	115-280	14-260	11.4%	0-120	0.3%	95%	False	False	1,707
120	130-220	115-210	15-010	11.6%	0-100	0.2%	95%	False	False	1,422

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-090
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-268
2.618	132-147
1.618	131-197
1.000	131-030
0.618	130-247
HIGH	130-080
0.618	129-297
0.500	129-265
0.382	129-233
LOW	129-130
0.618	128-283
1.000	128-180
1.618	128-013
2.618	127-063
4.250	125-262

Fisher Pivots for day following 19-Aug-2011
Pivot	1 day	3 day
R1	129-275	129-268
PP	129-270	129-257
S1	129-265	129-245

Download as Excel Spreadsheet

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

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