ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 27-Sep-2011

Day Change Summary
	Previous	Current
	26-Sep-2011	27-Sep-2011	Change	Change %	Previous Week
Open	122-262	122-212	-0-050	-0.1%	122-250
High	122-312	122-245	-0-067	-0.2%	123-120
Low	122-192	122-115	-0-077	-0.2%	122-172
Close	122-215	122-120	-0-095	-0.2%	122-300
Range	0-120	0-130	0-010	8.3%	0-268
ATR	0-144	0-143	-0-001	-0.7%	0-000
Volume	513,074	466,986	-46,088	-9.0%	2,639,615

Daily Pivots for day following 27-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-230	123-145	122-192
R3	123-100	123-015	122-156
R2	122-290	122-290	122-144
R1	122-205	122-205	122-132	122-182
PP	122-160	122-160	122-160	122-149
S1	122-075	122-075	122-108	122-052
S2	122-030	122-030	122-096
S3	121-220	121-265	122-084
S4	121-090	121-135	122-048

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-148	125-012	123-127
R3	124-200	124-064	123-054
R2	123-252	123-252	123-029
R1	123-116	123-116	123-005	123-184
PP	122-304	122-304	122-304	123-018
S1	122-168	122-168	122-275	122-236
S2	122-036	122-036	122-251
S3	121-088	121-220	122-226
S4	120-140	120-272	122-153

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-120	122-115	1-005	0.8%	0-157	0.4%	2%	False	True	551,689
10	123-120	122-107	1-013	0.9%	0-142	0.4%	4%	False	False	522,197
20	123-120	122-107	1-013	0.9%	0-139	0.4%	4%	False	False	519,070
40	123-120	120-160	2-280	2.3%	0-150	0.4%	65%	False	False	296,951
60	123-120	118-040	5-080	4.3%	0-100	0.3%	81%	False	False	197,977

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-158
2.618	123-265
1.618	123-135
1.000	123-055
0.618	123-005
HIGH	122-245
0.618	122-195
0.500	122-180
0.382	122-165
LOW	122-115
0.618	122-035
1.000	121-305
1.618	121-225
2.618	121-095
4.250	120-202

Fisher Pivots for day following 27-Sep-2011
Pivot	1 day	3 day
R1	122-180	122-278
PP	122-160	122-225
S1	122-140	122-172

Download as Excel Spreadsheet

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

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