ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 08-Sep-2011

Day Change Summary
	Previous	Current
	07-Sep-2011	08-Sep-2011	Change	Change %	Previous Week
Open	130-085	129-285	-0-120	-0.3%	129-100
High	130-085	130-125	0-040	0.1%	130-140
Low	129-230	129-275	0-045	0.1%	128-150
Close	129-305	130-105	0-120	0.3%	130-115
Range	0-175	0-170	-0-005	-2.9%	1-310
ATR	0-304	0-294	-0-010	-3.1%	0-000
Volume	1,003,382	898,455	-104,927	-10.5%	5,591,453

Daily Pivots for day following 08-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	131-252	131-188	130-198
R3	131-082	131-018	130-152
R2	130-232	130-232	130-136
R1	130-168	130-168	130-121	130-200
PP	130-062	130-062	130-062	130-078
S1	129-318	129-318	130-089	130-030
S2	129-212	129-212	130-074
S3	129-042	129-148	130-058
S4	128-192	128-298	130-012

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%	0-266	0.6%	73%	False	False	1,161,707
10	130-310	128-120	2-190	2.0%	0-274	0.7%	75%	False	False	954,412
20	130-310	128-000	2-310	2.3%	0-281	0.7%	78%	False	False	491,245
40	130-310	122-130	8-180	6.6%	0-297	0.7%	93%	False	False	246,944
60	130-310	120-120	10-190	8.1%	0-255	0.6%	94%	False	False	164,997
80	130-310	120-030	10-280	8.3%	0-196	0.5%	94%	False	False	123,749
100	130-310	117-130	13-180	10.4%	0-157	0.4%	95%	False	False	98,999
120	130-310	115-280	15-030	11.6%	0-130	0.3%	96%	False	False	82,500

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	132-208
2.618	131-250
1.618	131-080
1.000	130-295
0.618	130-230
HIGH	130-125
0.618	130-060
0.500	130-040
0.382	130-020
LOW	129-275
0.618	129-170
1.000	129-105
1.618	129-000
2.618	128-150
4.250	127-192

Fisher Pivots for day following 08-Sep-2011
Pivot	1 day	3 day
R1	130-083	130-110
PP	130-062	130-108
S1	130-040	130-107

Download as Excel Spreadsheet

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

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