ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 31-Aug-2011

Day Change Summary
	Previous	Current
	30-Aug-2011	31-Aug-2011	Change	Change %	Previous Week
Open	128-260	129-125	0-185	0.4%	129-310
High	129-195	129-230	0-035	0.1%	130-020
Low	128-250	128-280	0-030	0.1%	128-120
Close	129-135	129-010	-0-125	-0.3%	129-120
Range	0-265	0-270	0-005	1.9%	1-220
ATR	0-313	0-310	-0-003	-1.0%	0-000
Volume	724,746	1,329,845	605,099	83.5%	1,029,133

Daily Pivots for day following 31-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	131-237	131-073	129-158
R3	130-287	130-123	129-084
R2	130-017	130-017	129-060
R1	129-173	129-173	129-035	129-120
PP	129-067	129-067	129-067	129-040
S1	128-223	128-223	128-305	128-170
S2	128-117	128-117	128-280
S3	127-167	127-273	128-256
S4	126-217	127-003	128-182

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%	0-283	0.7%	44%	False	False	747,116
10	130-220	128-120	2-100	1.8%	0-300	0.7%	28%	False	False	396,670
20	130-220	125-170	5-050	4.0%	1-054	0.9%	68%	False	False	202,492
40	130-220	120-250	9-290	7.7%	0-297	0.7%	83%	False	False	101,892
60	130-220	120-120	10-100	8.0%	0-234	0.6%	84%	False	False	68,189
80	130-220	119-190	11-030	8.6%	0-179	0.4%	85%	False	False	51,142
100	130-220	115-300	14-240	11.4%	0-143	0.3%	89%	False	False	40,914
120	130-220	115-280	14-260	11.5%	0-119	0.3%	89%	False	False	34,095

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-050
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-098
2.618	131-297
1.618	131-027
1.000	130-180
0.618	130-077
HIGH	129-230
0.618	129-127
0.500	129-095
0.382	129-063
LOW	128-280
0.618	128-113
1.000	128-010
1.618	127-163
2.618	126-213
4.250	125-092

Fisher Pivots for day following 31-Aug-2011
Pivot	1 day	3 day
R1	129-095	129-030
PP	129-067	129-023
S1	129-038	129-017

Download as Excel Spreadsheet

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

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