ECBOT 5 Year T-Note Future December 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	123-097	122-290	-0-127	-0.3%	122-282
High	123-117	123-030	-0-087	-0.2%	123-100
Low	122-272	122-242	-0-030	-0.1%	122-195
Close	122-310	122-272	-0-038	-0.1%	123-077
Range	0-165	0-108	-0-057	-34.5%	0-225
ATR	0-141	0-139	-0-002	-1.7%	0-000
Volume	429,328	499,310	69,982	16.3%	1,988,805

Daily Pivots for day following 13-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-292	123-230	123-011
R3	123-184	123-122	122-302
R2	123-076	123-076	122-292
R1	123-014	123-014	122-282	122-311
PP	122-288	122-288	122-288	122-276
S1	122-226	122-226	122-262	122-203
S2	122-180	122-180	122-252
S3	122-072	122-118	122-242
S4	121-284	122-010	122-213

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-052	124-290	123-201
R3	124-147	124-065	123-139
R2	123-242	123-242	123-118
R1	123-160	123-160	123-098	123-201
PP	123-017	123-017	123-017	123-038
S1	122-255	122-255	123-056	122-296
S2	122-112	122-112	123-036
S3	121-207	122-030	123-015
S4	120-302	121-125	122-273

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-117	122-195	0-242	0.6%	0-120	0.3%	32%	False	False	478,306
10	123-117	122-107	1-010	0.8%	0-136	0.3%	50%	False	False	515,943
20	123-117	122-000	1-117	1.1%	0-140	0.4%	62%	False	False	331,608
40	123-117	119-020	4-097	3.5%	0-115	0.3%	88%	False	False	166,417
60	123-117	117-270	5-167	4.5%	0-077	0.2%	91%	False	False	110,945

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-169
2.618	123-313
1.618	123-205
1.000	123-138
0.618	123-097
HIGH	123-030
0.618	122-309
0.500	122-296
0.382	122-283
LOW	122-242
0.618	122-175
1.000	122-134
1.618	122-067
2.618	121-279
4.250	121-103

Fisher Pivots for day following 13-Sep-2011
Pivot	1 day	3 day
R1	122-296	123-020
PP	122-288	122-317
S1	122-280	122-294

Download as Excel Spreadsheet

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

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