ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 02-Sep-2011

Day Change Summary
	Previous	Current
	01-Sep-2011	02-Sep-2011	Change	Change %	Previous Week
Open	128-305	129-205	0-220	0.5%	129-100
High	129-220	130-140	0-240	0.6%	130-140
Low	128-185	129-085	0-220	0.5%	128-150
Close	129-190	130-115	0-245	0.6%	130-115
Range	1-035	1-055	0-020	5.6%	1-310
ATR	0-313	0-317	0-004	1.4%	0-000
Volume	1,409,767	1,290,083	-119,684	-8.5%	5,591,453

Daily Pivots for day following 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	133-172	133-038	131-001
R3	132-117	131-303	130-218
R2	131-062	131-062	130-184
R1	130-248	130-248	130-149	130-315
PP	130-007	130-007	130-007	130-040
S1	129-193	129-193	130-081	129-260
S2	128-272	128-272	130-046
S3	127-217	128-138	130-012
S4	126-162	127-083	129-229

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	135-212	134-313	131-142
R3	133-222	133-003	130-288
R2	131-232	131-232	130-230
R1	131-013	131-013	130-173	131-122
PP	129-242	129-242	129-242	129-296
S1	129-023	129-023	130-057	129-132
S2	127-252	127-252	130-000
S3	125-262	127-033	129-262
S4	123-272	125-043	129-088

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-140	128-150	1-310	1.5%	0-309	0.7%	96%	True	False	1,118,290
10	130-140	128-120	2-020	1.6%	0-302	0.7%	96%	True	False	662,058
20	130-220	125-270	4-270	3.7%	1-037	0.9%	93%	False	False	336,795
40	130-220	122-050	8-170	6.5%	0-301	0.7%	96%	False	False	169,303
60	130-220	120-120	10-100	7.9%	0-246	0.6%	97%	False	False	113,186
80	130-220	119-230	10-310	8.4%	0-188	0.5%	97%	False	False	84,890
100	130-220	116-220	14-000	10.7%	0-151	0.4%	98%	False	False	67,912
120	130-220	115-280	14-260	11.4%	0-125	0.3%	98%	False	False	56,594

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-062
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	135-134
2.618	133-162
1.618	132-107
1.000	131-195
0.618	131-052
HIGH	130-140
0.618	129-317
0.500	129-272
0.382	129-228
LOW	129-085
0.618	128-173
1.000	128-030
1.618	127-118
2.618	126-063
4.250	124-091

Fisher Pivots for day following 02-Sep-2011
Pivot	1 day	3 day
R1	130-061	130-024
PP	130-007	129-253
S1	129-272	129-162

Download as Excel Spreadsheet

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

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