ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 16-Sep-2011

Day Change Summary
	Previous	Current
	15-Sep-2011	16-Sep-2011	Change	Change %	Previous Week
Open	122-267	122-190	-0-077	-0.2%	123-097
High	122-285	122-240	-0-045	-0.1%	123-117
Low	122-107	122-150	0-043	0.1%	122-107
Close	122-185	122-210	0-025	0.1%	122-210
Range	0-178	0-090	-0-088	-49.4%	1-010
ATR	0-141	0-137	-0-004	-2.6%	0-000
Volume	626,615	393,283	-233,332	-37.2%	2,530,938

Daily Pivots for day following 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-150	123-110	122-260
R3	123-060	123-020	122-235
R2	122-290	122-290	122-226
R1	122-250	122-250	122-218	122-270
PP	122-200	122-200	122-200	122-210
S1	122-160	122-160	122-202	122-180
S2	122-110	122-110	122-194
S3	122-020	122-070	122-185
S4	121-250	121-300	122-160

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-281	125-096	123-072
R3	124-271	124-086	122-301
R2	123-261	123-261	122-270
R1	123-076	123-076	122-240	123-004
PP	122-251	122-251	122-251	122-215
S1	122-066	122-066	122-180	121-314
S2	121-241	121-241	122-150
S3	120-231	121-056	122-119
S4	119-221	120-046	122-028

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%	0-134	0.3%	31%	False	False	506,187
10	123-117	122-107	1-010	0.8%	0-132	0.3%	31%	False	False	506,789
20	123-117	122-000	1-117	1.1%	0-140	0.4%	48%	False	False	411,080
40	123-117	119-060	4-057	3.4%	0-125	0.3%	83%	False	False	206,473
60	123-117	117-270	5-167	4.5%	0-083	0.2%	87%	False	False	137,650

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	123-302
2.618	123-156
1.618	123-066
1.000	123-010
0.618	122-296
HIGH	122-240
0.618	122-206
0.500	122-195
0.382	122-184
LOW	122-150
0.618	122-094
1.000	122-060
1.618	122-004
2.618	121-234
4.250	121-088

Fisher Pivots for day following 16-Sep-2011
Pivot	1 day	3 day
R1	122-205	122-228
PP	122-200	122-222
S1	122-195	122-216

Download as Excel Spreadsheet

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

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