ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 13-Oct-2011

Day Change Summary
	Previous	Current
	12-Oct-2011	13-Oct-2011	Change	Change %	Previous Week
Open	121-212	121-202	-0-010	0.0%	122-160
High	121-255	122-040	0-105	0.3%	123-022
Low	121-102	121-190	0-088	0.2%	121-275
Close	121-180	121-285	0-105	0.3%	121-305
Range	0-153	0-170	0-017	11.1%	1-067
ATR	0-142	0-145	0-003	1.9%	0-000
Volume	566,376	553,173	-13,203	-2.3%	2,684,018

Daily Pivots for day following 13-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-148	123-067	122-058
R3	122-298	122-217	122-012
R2	122-128	122-128	121-316
R1	122-047	122-047	121-301	122-088
PP	121-278	121-278	121-278	121-299
S1	121-197	121-197	121-269	121-238
S2	121-108	121-108	121-254
S3	120-258	121-027	121-238
S4	120-088	120-177	121-192

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	122-125	121-102	1-023	0.9%	0-161	0.4%	53%	False	False	454,059
10	123-022	121-102	1-240	1.4%	0-145	0.4%	33%	False	False	484,530
20	123-120	121-102	2-018	1.7%	0-139	0.4%	28%	False	False	497,638
40	123-120	121-102	2-018	1.7%	0-142	0.4%	28%	False	False	444,626
60	123-120	119-020	4-100	3.5%	0-128	0.3%	66%	False	False	296,974
80	123-120	117-270	5-170	4.5%	0-096	0.2%	73%	False	False	222,731

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	0-014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-122
2.618	123-165
1.618	122-315
1.000	122-210
0.618	122-145
HIGH	122-040
0.618	121-295
0.500	121-275
0.382	121-255
LOW	121-190
0.618	121-085
1.000	121-020
1.618	120-235
2.618	120-065
4.250	119-108

Fisher Pivots for day following 13-Oct-2011
Pivot	1 day	3 day
R1	121-282	121-267
PP	121-278	121-249
S1	121-275	121-231

Download as Excel Spreadsheet

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

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