ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 30-Sep-2011

Day Change Summary
	Previous	Current
	29-Sep-2011	30-Sep-2011	Change	Change %	Previous Week
Open	122-177	122-117	-0-060	-0.2%	122-262
High	122-195	122-222	0-027	0.1%	122-312
Low	122-095	122-112	0-017	0.0%	122-067
Close	122-162	122-155	-0-007	0.0%	122-155
Range	0-100	0-110	0-010	10.0%	0-245
ATR	0-139	0-137	-0-002	-1.5%	0-000
Volume	520,784	506,529	-14,255	-2.7%	2,581,087

Daily Pivots for day following 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-173	123-114	122-216
R3	123-063	123-004	122-185
R2	122-273	122-273	122-175
R1	122-214	122-214	122-165	122-244
PP	122-163	122-163	122-163	122-178
S1	122-104	122-104	122-145	122-134
S2	122-053	122-053	122-135
S3	121-263	121-314	122-125
S4	121-153	121-204	122-094

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-273	124-139	122-290
R3	124-028	123-214	122-222
R2	123-103	123-103	122-200
R1	122-289	122-289	122-177	122-234
PP	122-178	122-178	122-178	122-150
S1	122-044	122-044	122-133	121-308
S2	121-253	121-253	122-110
S3	121-008	121-119	122-088
S4	120-083	120-194	122-020

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-312	122-067	0-245	0.6%	0-117	0.3%	36%	False	False	516,217
10	123-120	122-067	1-053	1.0%	0-136	0.3%	24%	False	False	522,070
20	123-120	122-067	1-053	1.0%	0-134	0.3%	24%	False	False	514,429
40	123-120	120-170	2-270	2.3%	0-154	0.4%	69%	False	False	336,859
60	123-120	119-000	4-120	3.6%	0-106	0.3%	80%	False	False	224,661

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-050
2.618	123-190
1.618	123-080
1.000	123-012
0.618	122-290
HIGH	122-222
0.618	122-180
0.500	122-167
0.382	122-154
LOW	122-112
0.618	122-044
1.000	122-002
1.618	121-254
2.618	121-144
4.250	120-284

Fisher Pivots for day following 30-Sep-2011
Pivot	1 day	3 day
R1	122-167	122-152
PP	122-163	122-148
S1	122-159	122-144

Download as Excel Spreadsheet

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

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