ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 17-Oct-2011

Day Change Summary
	Previous	Current
	14-Oct-2011	17-Oct-2011	Change	Change %	Previous Week
Open	121-267	121-277	0-010	0.0%	121-307
High	121-315	122-050	0-055	0.1%	122-040
Low	121-212	121-207	-0-005	0.0%	121-102
Close	121-292	122-040	0-068	0.2%	121-292
Range	0-103	0-163	0-060	58.3%	0-258
ATR	0-142	0-143	0-002	1.1%	0-000
Volume	455,377	423,505	-31,872	-7.0%	2,110,137

Daily Pivots for day following 17-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-161	123-104	122-130
R3	122-318	122-261	122-085
R2	122-155	122-155	122-070
R1	122-098	122-098	122-055	122-126
PP	121-312	121-312	121-312	122-007
S1	121-255	121-255	122-025	121-284
S2	121-149	121-149	122-010
S3	120-306	121-092	121-315
S4	120-143	120-249	121-270

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-065	123-277	122-114
R3	123-127	123-019	122-043
R2	122-189	122-189	122-019
R1	122-081	122-081	121-316	122-006
PP	121-251	121-251	121-251	121-214
S1	121-143	121-143	121-268	121-068
S2	120-313	120-313	121-245
S3	120-055	120-205	121-221
S4	119-117	119-267	121-150

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-050	121-102	0-268	0.7%	0-141	0.4%	96%	True	False	484,841
10	123-022	121-102	1-240	1.4%	0-142	0.4%	46%	False	False	467,305
20	123-120	121-102	2-018	1.7%	0-141	0.4%	39%	False	False	498,003
40	123-120	121-102	2-018	1.7%	0-141	0.4%	39%	False	False	466,072
60	123-120	119-060	4-060	3.4%	0-133	0.3%	70%	False	False	311,616
80	123-120	117-270	5-170	4.5%	0-100	0.3%	77%	False	False	233,717

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-103
2.618	123-157
1.618	122-314
1.000	122-213
0.618	122-151
HIGH	122-050
0.618	121-308
0.500	121-288
0.382	121-269
LOW	121-207
0.618	121-106
1.000	121-044
1.618	120-263
2.618	120-100
4.250	119-154

Fisher Pivots for day following 17-Oct-2011
Pivot	1 day	3 day
R1	122-016	122-013
PP	121-312	121-307
S1	121-288	121-280

Download as Excel Spreadsheet

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

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