ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 07-Oct-2011

Day Change Summary
	Previous	Current
	06-Oct-2011	07-Oct-2011	Change	Change %	Previous Week
Open	122-187	122-107	-0-080	-0.2%	122-160
High	122-207	122-125	-0-082	-0.2%	123-022
Low	122-087	121-275	-0-132	-0.3%	121-275
Close	122-097	121-305	-0-112	-0.3%	121-305
Range	0-120	0-170	0-050	41.7%	1-067
ATR	0-136	0-139	0-002	1.8%	0-000
Volume	470,113	615,539	145,426	30.9%	2,684,018

Daily Pivots for day following 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-212	123-108	122-078
R3	123-042	122-258	122-032
R2	122-192	122-192	122-016
R1	122-088	122-088	122-001	122-055
PP	122-022	122-022	122-022	122-005
S1	121-238	121-238	121-289	121-205
S2	121-172	121-172	121-274
S3	121-002	121-068	121-258
S4	120-152	120-218	121-212

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-295	125-047	122-198
R3	124-228	123-300	122-091
R2	123-161	123-161	122-056
R1	122-233	122-233	122-020	122-164
PP	122-094	122-094	122-094	122-059
S1	121-166	121-166	121-270	121-096
S2	121-027	121-027	121-234
S3	119-280	120-099	121-199
S4	118-213	119-032	121-092

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-022	121-275	1-067	1.0%	0-141	0.4%	8%	False	True	536,803
10	123-022	121-275	1-067	1.0%	0-129	0.3%	8%	False	True	526,510
20	123-120	121-275	1-165	1.2%	0-137	0.4%	6%	False	True	521,782
40	123-120	121-275	1-165	1.2%	0-135	0.3%	6%	False	True	403,794
60	123-120	119-020	4-100	3.5%	0-118	0.3%	67%	False	False	269,395
80	123-120	117-270	5-170	4.5%	0-088	0.2%	74%	False	False	202,046

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-021
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-208
2.618	123-250
1.618	123-080
1.000	122-295
0.618	122-230
HIGH	122-125
0.618	122-060
0.500	122-040
0.382	122-020
LOW	121-275
0.618	121-170
1.000	121-105
1.618	121-000
2.618	120-150
4.250	119-192

Fisher Pivots for day following 07-Oct-2011
Pivot	1 day	3 day
R1	122-040	122-108
PP	122-022	122-067
S1	122-003	122-026

Download as Excel Spreadsheet

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

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