ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 21-Sep-2011

Day Change Summary
	Previous	Current
	20-Sep-2011	21-Sep-2011	Change	Change %	Previous Week
Open	123-035	123-022	-0-013	0.0%	123-097
High	123-072	123-082	0-010	0.0%	123-117
Low	122-290	122-172	-0-118	-0.3%	122-107
Close	123-027	122-297	-0-050	-0.1%	122-210
Range	0-102	0-230	0-128	125.5%	1-010
ATR	0-138	0-144	0-007	4.8%	0-000
Volume	382,938	557,741	174,803	45.6%	2,530,938

Daily Pivots for day following 21-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-020	124-229	123-104
R3	124-110	123-319	123-040
R2	123-200	123-200	123-019
R1	123-089	123-089	122-318	123-030
PP	122-290	122-290	122-290	122-261
S1	122-179	122-179	122-276	122-120
S2	122-060	122-060	122-255
S3	121-150	121-269	122-234
S4	120-240	121-039	122-170

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	123-082	122-107	0-295	0.7%	0-148	0.4%	64%	True	False	487,773
10	123-117	122-107	1-010	0.8%	0-139	0.4%	58%	False	False	499,306
20	123-117	122-000	1-117	1.1%	0-145	0.4%	68%	False	False	476,792
40	123-117	119-080	4-037	3.3%	0-137	0.3%	89%	False	False	241,940
60	123-117	117-270	5-167	4.5%	0-091	0.2%	92%	False	False	161,299

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	126-100
2.618	125-044
1.618	124-134
1.000	123-312
0.618	123-224
HIGH	123-082
0.618	122-314
0.500	122-287
0.382	122-260
LOW	122-172
0.618	122-030
1.000	121-262
1.618	121-120
2.618	120-210
4.250	119-154

Fisher Pivots for day following 21-Sep-2011
Pivot	1 day	3 day
R1	122-294	122-294
PP	122-290	122-290
S1	122-287	122-287

Download as Excel Spreadsheet

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

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