ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 05-Oct-2011

Day Change Summary
	Previous	Current
	04-Oct-2011	05-Oct-2011	Change	Change %	Previous Week
Open	123-002	122-250	-0-072	-0.2%	122-262
High	123-022	122-260	-0-082	-0.2%	122-312
Low	122-217	122-150	-0-067	-0.2%	122-067
Close	122-267	122-167	-0-100	-0.3%	122-155
Range	0-125	0-110	-0-015	-12.0%	0-245
ATR	0-139	0-137	-0-002	-1.1%	0-000
Volume	563,098	490,658	-72,440	-12.9%	2,581,087

Daily Pivots for day following 05-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-202	123-135	122-228
R3	123-092	123-025	122-197
R2	122-302	122-302	122-187
R1	122-235	122-235	122-177	122-214
PP	122-192	122-192	122-192	122-182
S1	122-125	122-125	122-157	122-104
S2	122-082	122-082	122-147
S3	121-292	122-015	122-137
S4	121-182	121-225	122-106

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	122-095	0-247	0.6%	0-125	0.3%	29%	False	False	525,135
10	123-120	122-067	1-053	1.0%	0-130	0.3%	27%	False	False	540,009
20	123-120	122-067	1-053	1.0%	0-134	0.3%	27%	False	False	519,658
40	123-120	121-270	1-170	1.2%	0-138	0.4%	44%	False	False	376,708
60	123-120	119-020	4-100	3.5%	0-113	0.3%	80%	False	False	251,300
80	123-120	117-270	5-170	4.5%	0-085	0.2%	85%	False	False	188,475

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-088
2.618	123-228
1.618	123-118
1.000	123-050
0.618	123-008
HIGH	122-260
0.618	122-218
0.500	122-205
0.382	122-192
LOW	122-150
0.618	122-082
1.000	122-040
1.618	121-292
2.618	121-182
4.250	121-002

Fisher Pivots for day following 05-Oct-2011
Pivot	1 day	3 day
R1	122-205	122-246
PP	122-192	122-220
S1	122-180	122-193

Download as Excel Spreadsheet

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

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