ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 18-Oct-2011

Day Change Summary
	Previous	Current
	17-Oct-2011	18-Oct-2011	Change	Change %	Previous Week
Open	121-277	122-037	0-080	0.2%	121-307
High	122-050	122-120	0-070	0.2%	122-040
Low	121-207	122-010	0-123	0.3%	121-102
Close	122-040	122-080	0-040	0.1%	121-292
Range	0-163	0-110	-0-053	-32.5%	0-258
ATR	0-143	0-141	-0-002	-1.7%	0-000
Volume	423,505	537,410	113,905	26.9%	2,110,137

Daily Pivots for day following 18-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-080	123-030	122-140
R3	122-290	122-240	122-110
R2	122-180	122-180	122-100
R1	122-130	122-130	122-090	122-155
PP	122-070	122-070	122-070	122-082
S1	122-020	122-020	122-070	122-045
S2	121-280	121-280	122-060
S3	121-170	121-230	122-050
S4	121-060	121-120	122-020

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	122-120	121-102	1-018	0.9%	0-140	0.4%	88%	True	False	507,168
10	122-260	121-102	1-158	1.2%	0-141	0.4%	62%	False	False	464,736
20	123-120	121-102	2-018	1.7%	0-142	0.4%	45%	False	False	505,727
40	123-120	121-102	2-018	1.7%	0-141	0.4%	45%	False	False	478,208
60	123-120	119-080	4-040	3.4%	0-135	0.3%	73%	False	False	320,573
80	123-120	117-270	5-170	4.5%	0-101	0.3%	80%	False	False	240,434

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-268
2.618	123-088
1.618	122-298
1.000	122-230
0.618	122-188
HIGH	122-120
0.618	122-078
0.500	122-065
0.382	122-052
LOW	122-010
0.618	121-262
1.000	121-220
1.618	121-152
2.618	121-042
4.250	120-182

Fisher Pivots for day following 18-Oct-2011
Pivot	1 day	3 day
R1	122-075	122-054
PP	122-070	122-029
S1	122-065	122-004

Download as Excel Spreadsheet

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

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