ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 03-Oct-2011

Day Change Summary
	Previous	Current
	30-Sep-2011	03-Oct-2011	Change	Change %	Previous Week
Open	122-117	122-160	0-043	0.1%	122-262
High	122-222	123-015	0-113	0.3%	122-312
Low	122-112	122-157	0-045	0.1%	122-067
Close	122-155	122-297	0-142	0.4%	122-155
Range	0-110	0-178	0-068	61.8%	0-245
ATR	0-137	0-140	0-003	2.3%	0-000
Volume	506,529	544,610	38,081	7.5%	2,581,087

Daily Pivots for day following 03-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-157	124-085	123-075
R3	123-299	123-227	123-026
R2	123-121	123-121	123-010
R1	123-049	123-049	122-313	123-085
PP	122-263	122-263	122-263	122-281
S1	122-191	122-191	122-281	122-227
S2	122-085	122-085	122-264
S3	121-227	122-013	122-248
S4	121-049	121-155	122-199

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	123-015	122-067	0-268	0.7%	0-129	0.3%	86%	True	False	522,524
10	123-120	122-067	1-053	0.9%	0-140	0.4%	62%	False	False	528,702
20	123-120	122-067	1-053	0.9%	0-133	0.3%	62%	False	False	514,252
40	123-120	120-260	2-180	2.1%	0-152	0.4%	83%	False	False	350,417
60	123-120	119-020	4-100	3.5%	0-109	0.3%	90%	False	False	233,738

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	125-132
2.618	124-161
1.618	123-303
1.000	123-193
0.618	123-125
HIGH	123-015
0.618	122-267
0.500	122-246
0.382	122-225
LOW	122-157
0.618	122-047
1.000	121-299
1.618	121-189
2.618	121-011
4.250	120-040

Fisher Pivots for day following 03-Oct-2011
Pivot	1 day	3 day
R1	122-280	122-270
PP	122-263	122-242
S1	122-246	122-215

Download as Excel Spreadsheet

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

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