ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 25-Aug-2011

Day Change Summary
	Previous	Current
	24-Aug-2011	25-Aug-2011	Change	Change %	Previous Week
Open	129-110	128-130	-0-300	-0.7%	128-210
High	129-200	129-070	-0-130	-0.3%	130-220
Low	128-120	128-120	0-000	0.0%	128-110
Close	128-210	129-020	0-130	0.3%	129-280
Range	1-080	0-270	-0-130	-32.5%	2-110
ATR	1-000	0-316	-0-004	-1.1%	0-000
Volume	100,004	283,997	183,993	184.0%	79,898

Daily Pivots for day following 25-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	131-133	131-027	129-168
R3	130-183	130-077	129-094
R2	129-233	129-233	129-070
R1	129-127	129-127	129-045	129-180
PP	128-283	128-283	128-283	128-310
S1	128-177	128-177	128-315	128-230
S2	128-013	128-013	128-290
S3	127-063	127-227	128-266
S4	126-113	126-277	128-192

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	130-080	128-120	1-280	1.5%	0-284	0.7%	37%	False	True	100,547
10	130-220	128-060	2-160	1.9%	0-273	0.7%	35%	False	False	55,828
20	130-220	123-070	7-150	5.8%	1-062	0.9%	78%	False	False	30,431
40	130-220	120-120	10-100	8.0%	0-290	0.7%	84%	False	False	15,739
60	130-220	120-120	10-100	8.0%	0-215	0.5%	84%	False	False	10,663
80	130-220	119-030	11-190	9.0%	0-165	0.4%	86%	False	False	7,997
100	130-220	115-280	14-260	11.5%	0-132	0.3%	89%	False	False	6,398
120	130-220	115-280	14-260	11.5%	0-110	0.3%	89%	False	False	5,332

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-056
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-258
2.618	131-137
1.618	130-187
1.000	130-020
0.618	129-237
HIGH	129-070
0.618	128-287
0.500	128-255
0.382	128-223
LOW	128-120
0.618	127-273
1.000	127-170
1.618	127-003
2.618	126-053
4.250	124-252

Fisher Pivots for day following 25-Aug-2011
Pivot	1 day	3 day
R1	128-312	129-050
PP	128-283	129-040
S1	128-255	129-030

Download as Excel Spreadsheet

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

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