ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 29-Sep-2011

Day Change Summary
	Previous	Current
	28-Sep-2011	29-Sep-2011	Change	Change %	Previous Week
Open	122-160	122-177	0-017	0.0%	122-250
High	122-192	122-195	0-003	0.0%	123-120
Low	122-067	122-095	0-028	0.1%	122-172
Close	122-145	122-162	0-017	0.0%	122-300
Range	0-125	0-100	-0-025	-20.0%	0-268
ATR	0-142	0-139	-0-003	-2.1%	0-000
Volume	573,714	520,784	-52,930	-9.2%	2,639,615

Daily Pivots for day following 29-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-131	123-086	122-217
R3	123-031	122-306	122-190
R2	122-251	122-251	122-180
R1	122-206	122-206	122-171	122-178
PP	122-151	122-151	122-151	122-137
S1	122-106	122-106	122-153	122-078
S2	122-051	122-051	122-144
S3	121-271	122-006	122-134
S4	121-171	121-226	122-107

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	122-067	1-053	1.0%	0-131	0.3%	25%	False	False	539,547
10	123-120	122-067	1-053	1.0%	0-134	0.3%	25%	False	False	510,745
20	123-120	122-067	1-053	1.0%	0-137	0.3%	25%	False	False	520,273
40	123-120	120-170	2-270	2.3%	0-151	0.4%	69%	False	False	324,238
60	123-120	118-040	5-080	4.3%	0-104	0.3%	83%	False	False	216,219

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-032
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	123-300
2.618	123-137
1.618	123-037
1.000	122-295
0.618	122-257
HIGH	122-195
0.618	122-157
0.500	122-145
0.382	122-133
LOW	122-095
0.618	122-033
1.000	121-315
1.618	121-253
2.618	121-153
4.250	120-310

Fisher Pivots for day following 29-Sep-2011
Pivot	1 day	3 day
R1	122-156	122-160
PP	122-151	122-158
S1	122-145	122-156

Download as Excel Spreadsheet

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

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