ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 10-Oct-2011

Day Change Summary
	Previous	Current
	07-Oct-2011	10-Oct-2011	Change	Change %	Previous Week
Open	122-107	121-307	-0-120	-0.3%	122-160
High	122-125	121-315	-0-130	-0.3%	123-022
Low	121-275	121-120	-0-155	-0.4%	121-275
Close	121-305	121-137	-0-168	-0.4%	121-305
Range	0-170	0-195	0-025	14.7%	1-067
ATR	0-139	0-143	0-004	2.9%	0-000
Volume	615,539	109,435	-506,104	-82.2%	2,684,018

Daily Pivots for day following 10-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-136	123-011	121-244
R3	122-261	122-136	121-191
R2	122-066	122-066	121-173
R1	121-261	121-261	121-155	121-226
PP	121-191	121-191	121-191	121-173
S1	121-066	121-066	121-119	121-031
S2	120-316	120-316	121-101
S3	120-121	120-191	121-083
S4	119-246	119-316	121-030

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	121-120	1-222	1.4%	0-144	0.4%	3%	False	True	449,768
10	123-022	121-120	1-222	1.4%	0-136	0.4%	3%	False	True	486,146
20	123-120	121-120	2-000	1.6%	0-138	0.4%	3%	False	True	505,788
40	123-120	121-120	2-000	1.6%	0-138	0.4%	3%	False	True	406,268
60	123-120	119-020	4-100	3.6%	0-121	0.3%	55%	False	False	271,219
80	123-120	117-270	5-170	4.6%	0-091	0.2%	65%	False	False	203,414

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	124-184
2.618	123-186
1.618	122-311
1.000	122-190
0.618	122-116
HIGH	121-315
0.618	121-241
0.500	121-218
0.382	121-194
LOW	121-120
0.618	120-319
1.000	120-245
1.618	120-124
2.618	119-249
4.250	118-251

Fisher Pivots for day following 10-Oct-2011
Pivot	1 day	3 day
R1	121-218	122-004
PP	121-191	121-261
S1	121-164	121-199

Download as Excel Spreadsheet

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

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