ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 06-Sep-2011

Day Change Summary
	Previous	Current
	02-Sep-2011	06-Sep-2011	Change	Change %	Previous Week
Open	129-205	130-115	0-230	0.6%	129-100
High	130-140	130-310	0-170	0.4%	130-140
Low	129-085	130-055	0-290	0.7%	128-150
Close	130-115	130-095	-0-020	0.0%	130-115
Range	1-055	0-255	-0-120	-32.0%	1-310
ATR	0-317	0-313	-0-004	-1.4%	0-000
Volume	1,290,083	1,206,852	-83,231	-6.5%	5,591,453

Daily Pivots for day following 06-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-278	132-122	130-235
R3	132-023	131-187	130-165
R2	131-088	131-088	130-142
R1	130-252	130-252	130-118	130-202
PP	130-153	130-153	130-153	130-129
S1	129-317	129-317	130-072	129-268
S2	129-218	129-218	130-048
S3	128-283	129-062	130-025
S4	128-028	128-127	129-275

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	130-310	128-185	2-125	1.8%	0-304	0.7%	72%	True	False	1,192,258
10	130-310	128-120	2-190	2.0%	0-305	0.7%	74%	True	False	778,526
20	130-310	126-250	4-060	3.2%	1-020	0.8%	84%	True	False	396,900
40	130-310	122-130	8-180	6.6%	0-300	0.7%	92%	True	False	199,439
60	130-310	120-120	10-190	8.1%	0-251	0.6%	94%	True	False	133,300
80	130-310	120-020	10-290	8.4%	0-191	0.5%	94%	True	False	99,976
100	130-310	116-220	14-090	11.0%	0-153	0.4%	95%	True	False	79,981
120	130-310	115-280	15-030	11.6%	0-128	0.3%	96%	True	False	66,651

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-064
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	134-114
2.618	133-018
1.618	132-083
1.000	131-245
0.618	131-148
HIGH	130-310
0.618	130-213
0.500	130-182
0.382	130-152
LOW	130-055
0.618	129-217
1.000	129-120
1.618	128-282
2.618	128-027
4.250	126-251

Fisher Pivots for day following 06-Sep-2011
Pivot	1 day	3 day
R1	130-182	130-039
PP	130-153	129-303
S1	130-124	129-248

Download as Excel Spreadsheet

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

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