ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 12-Oct-2011

Day Change Summary
	Previous	Current
	11-Oct-2011	12-Oct-2011	Change	Change %	Previous Week
Open	121-147	121-212	0-065	0.2%	122-160
High	121-260	121-255	-0-005	0.0%	123-022
Low	121-145	121-102	-0-043	-0.1%	121-275
Close	121-210	121-180	-0-030	-0.1%	121-305
Range	0-115	0-153	0-038	33.0%	1-067
ATR	0-141	0-142	0-001	0.6%	0-000
Volume	425,776	566,376	140,600	33.0%	2,684,018

Daily Pivots for day following 12-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-318	122-242	121-264
R3	122-165	122-089	121-222
R2	122-012	122-012	121-208
R1	121-256	121-256	121-194	121-218
PP	121-179	121-179	121-179	121-160
S1	121-103	121-103	121-166	121-064
S2	121-026	121-026	121-152
S3	120-193	120-270	121-138
S4	120-040	120-117	121-096

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	122-207	121-102	1-105	1.1%	0-151	0.4%	18%	False	True	437,447
10	123-022	121-102	1-240	1.4%	0-138	0.4%	14%	False	True	481,291
20	123-120	121-102	2-018	1.7%	0-140	0.4%	12%	False	True	501,310
40	123-120	121-102	2-018	1.7%	0-140	0.4%	12%	False	True	430,939
60	123-120	119-020	4-100	3.5%	0-125	0.3%	58%	False	False	287,754
80	123-120	117-270	5-170	4.6%	0-094	0.2%	67%	False	False	215,816

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-265
2.618	123-016
1.618	122-183
1.000	122-088
0.618	122-030
HIGH	121-255
0.618	121-197
0.500	121-178
0.382	121-160
LOW	121-102
0.618	121-007
1.000	120-269
1.618	120-174
2.618	120-021
4.250	119-092

Fisher Pivots for day following 12-Oct-2011
Pivot	1 day	3 day
R1	121-180	121-208
PP	121-179	121-199
S1	121-178	121-190

Download as Excel Spreadsheet

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

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