ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 19-Oct-2011

Day Change Summary
	Previous	Current
	18-Oct-2011	19-Oct-2011	Change	Change %	Previous Week
Open	122-037	122-042	0-005	0.0%	121-307
High	122-120	122-112	-0-008	0.0%	122-040
Low	122-010	122-002	-0-008	0.0%	121-102
Close	122-080	122-080	0-000	0.0%	121-292
Range	0-110	0-110	0-000	0.0%	0-258
ATR	0-141	0-139	-0-002	-1.6%	0-000
Volume	537,410	475,122	-62,288	-11.6%	2,110,137

Daily Pivots for day following 19-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-075	123-027	122-140
R3	122-285	122-237	122-110
R2	122-175	122-175	122-100
R1	122-127	122-127	122-090	122-151
PP	122-065	122-065	122-065	122-076
S1	122-017	122-017	122-070	122-041
S2	121-275	121-275	122-060
S3	121-165	121-227	122-050
S4	121-055	121-117	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	121-190	0-250	0.6%	0-131	0.3%	84%	False	False	488,917
10	122-207	121-102	1-105	1.1%	0-141	0.4%	70%	False	False	463,182
20	123-120	121-102	2-018	1.7%	0-136	0.3%	45%	False	False	501,596
40	123-120	121-102	2-018	1.7%	0-140	0.4%	45%	False	False	489,194
60	123-120	119-080	4-040	3.4%	0-136	0.3%	73%	False	False	328,492
80	123-120	117-270	5-170	4.5%	0-102	0.3%	80%	False	False	246,373

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029

Fibonacci Retracements and Extensions
4.250	123-260
2.618	123-080
1.618	122-290
1.000	122-222
0.618	122-180
HIGH	122-112
0.618	122-070
0.500	122-057
0.382	122-044
LOW	122-002
0.618	121-254
1.000	121-212
1.618	121-144
2.618	121-034
4.250	120-174

Fisher Pivots for day following 19-Oct-2011
Pivot	1 day	3 day
R1	122-072	122-054
PP	122-065	122-029
S1	122-057	122-004

Download as Excel Spreadsheet

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

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