ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 13-Sep-2011

Day Change Summary
	Previous	Current
	12-Sep-2011	13-Sep-2011	Change	Change %	Previous Week
Open	131-240	131-115	-0-125	-0.3%	131-085
High	131-315	131-185	-0-130	-0.3%	131-290
Low	131-090	130-305	-0-105	-0.2%	130-215
Close	131-150	131-020	-0-130	-0.3%	131-245
Range	0-225	0-200	-0-025	-11.1%	1-075
ATR	0-292	0-285	-0-007	-2.2%	0-000
Volume	16,606	10,458	-6,148	-37.0%	116,181

Daily Pivots for day following 13-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	133-023	132-222	131-130
R3	132-143	132-022	131-075
R2	131-263	131-263	131-057
R1	131-142	131-142	131-038	131-102
PP	131-063	131-063	131-063	131-044
S1	130-262	130-262	131-002	130-222
S2	130-183	130-183	130-303
S3	129-303	130-062	130-285
S4	129-103	129-182	130-230

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	135-048	134-222	132-142
R3	133-293	133-147	132-034
R2	132-218	132-218	131-317
R1	132-072	132-072	131-281	132-145
PP	131-143	131-143	131-143	131-180
S1	130-317	130-317	131-209	131-070
S2	130-068	130-068	131-173
S3	128-313	129-242	131-136
S4	127-238	128-167	131-028

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-315	130-215	1-100	1.0%	0-202	0.5%	30%	False	False	16,779
10	131-315	129-200	2-115	1.8%	0-244	0.6%	61%	False	False	209,595
20	131-315	129-095	2-220	2.1%	0-271	0.6%	66%	False	False	760,040
40	131-315	123-220	8-095	6.3%	1-000	0.8%	89%	False	False	1,097,702
60	131-315	121-225	10-090	7.8%	0-303	0.7%	91%	False	False	1,169,858
80	131-315	121-040	10-275	8.3%	0-283	0.7%	92%	False	False	1,143,603
100	131-315	118-090	13-225	10.5%	0-260	0.6%	93%	False	False	916,880
120	131-315	116-020	15-295	12.1%	0-236	0.6%	94%	False	False	764,134

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-060
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-075
2.618	133-069
1.618	132-189
1.000	132-065
0.618	131-309
HIGH	131-185
0.618	131-109
0.500	131-085
0.382	131-061
LOW	130-305
0.618	130-181
1.000	130-105
1.618	129-301
2.618	129-101
4.250	128-095

Fisher Pivots for day following 13-Sep-2011
Pivot	1 day	3 day
R1	131-085	131-150
PP	131-063	131-107
S1	131-042	131-063

Download as Excel Spreadsheet

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

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