ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 26-Oct-2011

Day Change Summary
	Previous	Current
	25-Oct-2011	26-Oct-2011	Change	Change %	Previous Week
Open	122-015	122-172	0-157	0.4%	121-277
High	122-187	122-175	-0-012	0.0%	122-145
Low	121-292	122-042	0-070	0.2%	121-207
Close	122-162	122-067	-0-095	-0.2%	122-072
Range	0-215	0-133	-0-082	-38.1%	0-258
ATR	0-141	0-141	-0-001	-0.4%	0-000
Volume	627,588	766,815	139,227	22.2%	2,578,080

Daily Pivots for day following 26-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-174	123-093	122-140
R3	123-041	122-280	122-104
R2	122-228	122-228	122-091
R1	122-147	122-147	122-079	122-121
PP	122-095	122-095	122-095	122-082
S1	122-014	122-014	122-055	121-308
S2	121-282	121-282	122-043
S3	121-149	121-201	122-030
S4	121-016	121-068	121-314

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	122-187	121-292	0-215	0.5%	0-144	0.4%	44%	False	False	583,083
10	122-187	121-190	0-317	0.8%	0-138	0.4%	62%	False	False	536,000
20	123-022	121-102	1-240	1.4%	0-138	0.4%	51%	False	False	508,646
40	123-120	121-102	2-018	1.7%	0-138	0.4%	43%	False	False	515,406
60	123-120	120-170	2-270	2.3%	0-146	0.4%	59%	False	False	377,072
80	123-120	118-040	5-080	4.3%	0-111	0.3%	78%	False	False	282,816

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-037
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-100
2.618	123-203
1.618	123-070
1.000	122-308
0.618	122-257
HIGH	122-175
0.618	122-124
0.500	122-108
0.382	122-093
LOW	122-042
0.618	121-280
1.000	121-229
1.618	121-147
2.618	121-014
4.250	120-117

Fisher Pivots for day following 26-Oct-2011
Pivot	1 day	3 day
R1	122-108	122-080
PP	122-095	122-075
S1	122-081	122-071

Download as Excel Spreadsheet

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

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