ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 30-Aug-2011

Day Change Summary
	Previous	Current
	29-Aug-2011	30-Aug-2011	Change	Change %	Previous Week
Open	129-100	128-260	-0-160	-0.4%	129-310
High	129-110	129-195	0-085	0.2%	130-020
Low	128-150	128-250	0-100	0.2%	128-120
Close	128-240	129-135	0-215	0.5%	129-120
Range	0-280	0-265	-0-015	-5.4%	1-220
ATR	0-315	0-313	-0-003	-0.9%	0-000
Volume	837,012	724,746	-112,266	-13.4%	1,029,133

Daily Pivots for day following 30-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	131-242	131-133	129-281
R3	130-297	130-188	129-208
R2	130-032	130-032	129-184
R1	129-243	129-243	129-159	129-298
PP	129-087	129-087	129-087	129-114
S1	128-298	128-298	129-111	129-032
S2	128-142	128-142	129-086
S3	127-197	128-033	129-062
S4	126-252	127-088	128-309

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	134-107	133-173	130-097
R3	132-207	131-273	129-268
R2	130-307	130-307	129-219
R1	130-053	130-053	129-170	129-230
PP	129-087	129-087	129-087	129-015
S1	128-153	128-153	129-070	128-010
S2	127-187	127-187	129-021
S3	125-287	126-253	128-292
S4	124-067	125-033	128-143

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-280	128-120	1-160	1.2%	0-309	0.7%	70%	False	False	501,148
10	130-220	128-120	2-100	1.8%	0-292	0.7%	45%	False	False	265,402
20	130-220	125-170	5-050	4.0%	1-050	0.9%	75%	False	False	136,205
40	130-220	120-250	9-290	7.7%	0-295	0.7%	87%	False	False	68,680
60	130-220	120-120	10-100	8.0%	0-230	0.6%	88%	False	False	46,025
80	130-220	119-190	11-030	8.6%	0-176	0.4%	89%	False	False	34,519
100	130-220	115-280	14-260	11.4%	0-141	0.3%	91%	False	False	27,615
120	130-220	115-280	14-260	11.4%	0-117	0.3%	91%	False	False	23,013

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-045
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	133-041
2.618	131-249
1.618	130-304
1.000	130-140
0.618	130-039
HIGH	129-195
0.618	129-094
0.500	129-062
0.382	129-031
LOW	128-250
0.618	128-086
1.000	127-305
1.618	127-141
2.618	126-196
4.250	125-084

Fisher Pivots for day following 30-Aug-2011
Pivot	1 day	3 day
R1	129-111	129-108
PP	129-087	129-082
S1	129-062	129-055

Download as Excel Spreadsheet

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

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