ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 24-Oct-2011

Day Change Summary
	Previous	Current
	21-Oct-2011	24-Oct-2011	Change	Change %	Previous Week
Open	122-050	122-100	0-050	0.1%	121-277
High	122-095	122-120	0-025	0.1%	122-145
Low	121-300	121-317	0-017	0.0%	121-207
Close	122-072	122-025	-0-047	-0.1%	122-072
Range	0-115	0-123	0-008	7.0%	0-258
ATR	0-137	0-136	-0-001	-0.7%	0-000
Volume	461,649	378,969	-82,680	-17.9%	2,578,080

Daily Pivots for day following 24-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-096	123-024	122-093
R3	122-293	122-221	122-059
R2	122-170	122-170	122-048
R1	122-098	122-098	122-036	122-072
PP	122-047	122-047	122-047	122-035
S1	121-295	121-295	122-014	121-270
S2	121-244	121-244	122-002
S3	121-121	121-172	121-311
S4	120-318	121-049	121-277

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-169	124-058	122-214
R3	123-231	123-120	122-143
R2	122-293	122-293	122-119
R1	122-182	122-182	122-096	122-238
PP	122-035	122-035	122-035	122-062
S1	121-244	121-244	122-048	121-300
S2	121-097	121-097	122-025
S3	120-159	120-306	122-001
S4	119-221	120-048	121-250

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-145	121-300	0-165	0.4%	0-119	0.3%	27%	False	False	506,708
10	122-145	121-102	1-043	0.9%	0-130	0.3%	67%	False	False	495,775
20	123-022	121-102	1-240	1.4%	0-133	0.3%	43%	False	False	490,960
40	123-120	121-102	2-018	1.7%	0-137	0.3%	37%	False	False	502,663
60	123-120	120-160	2-280	2.4%	0-142	0.4%	55%	False	False	353,842
80	123-120	117-270	5-170	4.5%	0-107	0.3%	77%	False	False	265,386

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-037
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-003
2.618	123-122
1.618	122-319
1.000	122-243
0.618	122-196
HIGH	122-120
0.618	122-073
0.500	122-058
0.382	122-044
LOW	121-317
0.618	121-241
1.000	121-194
1.618	121-118
2.618	120-315
4.250	120-114

Fisher Pivots for day following 24-Oct-2011
Pivot	1 day	3 day
R1	122-058	122-062
PP	122-047	122-050
S1	122-036	122-038

Download as Excel Spreadsheet

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

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