ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 04-Oct-2011

Day Change Summary
	Previous	Current
	03-Oct-2011	04-Oct-2011	Change	Change %	Previous Week
Open	122-160	123-002	0-162	0.4%	122-262
High	123-015	123-022	0-007	0.0%	122-312
Low	122-157	122-217	0-060	0.2%	122-067
Close	122-297	122-267	-0-030	-0.1%	122-155
Range	0-178	0-125	-0-053	-29.8%	0-245
ATR	0-140	0-139	-0-001	-0.8%	0-000
Volume	544,610	563,098	18,488	3.4%	2,581,087

Daily Pivots for day following 04-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-010	123-264	123-016
R3	123-205	123-139	122-301
R2	123-080	123-080	122-290
R1	123-014	123-014	122-278	122-304
PP	122-275	122-275	122-275	122-261
S1	122-209	122-209	122-256	122-180
S2	122-150	122-150	122-244
S3	122-025	122-084	122-233
S4	121-220	121-279	122-198

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	123-022	122-067	0-275	0.7%	0-128	0.3%	73%	True	False	541,747
10	123-120	122-067	1-053	0.9%	0-142	0.4%	54%	False	False	546,718
20	123-120	122-067	1-053	0.9%	0-133	0.3%	54%	False	False	516,112
40	123-120	121-030	2-090	1.9%	0-148	0.4%	76%	False	False	364,482
60	123-120	119-020	4-100	3.5%	0-111	0.3%	87%	False	False	243,123
80	123-120	117-270	5-170	4.5%	0-083	0.2%	90%	False	False	182,342

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-233
2.618	124-029
1.618	123-224
1.000	123-147
0.618	123-099
HIGH	123-022
0.618	122-294
0.500	122-280
0.382	122-265
LOW	122-217
0.618	122-140
1.000	122-092
1.618	122-015
2.618	121-210
4.250	121-006

Fisher Pivots for day following 04-Oct-2011
Pivot	1 day	3 day
R1	122-280	122-254
PP	122-275	122-240
S1	122-271	122-227

Download as Excel Spreadsheet

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

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