ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 15-Sep-2011

Day Change Summary
	Previous	Current
	14-Sep-2011	15-Sep-2011	Change	Change %	Previous Week
Open	122-257	122-267	0-010	0.0%	122-282
High	123-030	122-285	-0-065	-0.2%	123-100
Low	122-222	122-107	-0-115	-0.3%	122-195
Close	122-245	122-185	-0-060	-0.2%	123-077
Range	0-128	0-178	0-050	39.1%	0-225
ATR	0-138	0-141	0-003	2.1%	0-000
Volume	582,402	626,615	44,213	7.6%	1,988,805

Daily Pivots for day following 15-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-086	123-314	122-283
R3	123-228	123-136	122-234
R2	123-050	123-050	122-218
R1	122-278	122-278	122-201	122-235
PP	122-192	122-192	122-192	122-171
S1	122-100	122-100	122-169	122-057
S2	122-014	122-014	122-152
S3	121-156	121-242	122-136
S4	120-298	121-064	122-087

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	122-107	1-010	0.8%	0-147	0.4%	24%	False	True	538,550
10	123-117	122-107	1-010	0.8%	0-140	0.4%	24%	False	True	529,801
20	123-117	122-000	1-117	1.1%	0-145	0.4%	42%	False	False	391,614
40	123-117	119-020	4-097	3.5%	0-123	0.3%	82%	False	False	196,642
60	123-117	117-270	5-167	4.5%	0-082	0.2%	86%	False	False	131,095

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	0-034
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	125-082
2.618	124-111
1.618	123-253
1.000	123-143
0.618	123-075
HIGH	122-285
0.618	122-217
0.500	122-196
0.382	122-175
LOW	122-107
0.618	121-317
1.000	121-249
1.618	121-139
2.618	120-281
4.250	119-310

Fisher Pivots for day following 15-Sep-2011
Pivot	1 day	3 day
R1	122-196	122-228
PP	122-192	122-214
S1	122-189	122-200

Download as Excel Spreadsheet

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

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