ECBOT 5 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 28-Oct-2011

Day Change Summary
	Previous	Current
	27-Oct-2011	28-Oct-2011	Change	Change %	Previous Week
Open	122-067	121-212	-0-175	-0.4%	122-100
High	122-097	122-040	-0-057	-0.1%	122-187
Low	121-185	121-202	0-017	0.0%	121-185
Close	121-220	122-020	0-120	0.3%	122-020
Range	0-232	0-158	-0-074	-31.9%	1-002
ATR	0-147	0-148	0-001	0.5%	0-000
Volume	786,207	540,618	-245,589	-31.2%	3,100,197

Daily Pivots for day following 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-135	123-075	122-107
R3	122-297	122-237	122-063
R2	122-139	122-139	122-049
R1	122-079	122-079	122-034	122-109
PP	121-301	121-301	121-301	121-316
S1	121-241	121-241	122-006	121-271
S2	121-143	121-143	121-311
S3	120-305	121-083	121-297
S4	120-147	120-245	121-253

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-030	124-187	122-197
R3	124-028	123-185	122-109
R2	123-026	123-026	122-079
R1	122-183	122-183	122-050	122-104
PP	122-024	122-024	122-024	121-304
S1	121-181	121-181	121-310	121-102
S2	121-022	121-022	121-281
S3	120-020	120-179	121-251
S4	119-018	119-177	121-163

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-187	121-185	1-002	0.8%	0-172	0.4%	48%	False	False	620,039
10	122-187	121-185	1-002	0.8%	0-149	0.4%	48%	False	False	567,827
20	123-022	121-102	1-240	1.4%	0-147	0.4%	43%	False	False	523,621
40	123-120	121-102	2-018	1.7%	0-140	0.4%	36%	False	False	519,025
60	123-120	120-170	2-270	2.3%	0-151	0.4%	54%	False	False	399,113
80	123-120	119-000	4-120	3.6%	0-116	0.3%	70%	False	False	299,401

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	0-035
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-072
2.618	123-134
1.618	122-296
1.000	122-198
0.618	122-138
HIGH	122-040
0.618	121-300
0.500	121-281
0.382	121-262
LOW	121-202
0.618	121-104
1.000	121-044
1.618	120-266
2.618	120-108
4.250	119-170

Fisher Pivots for day following 28-Oct-2011
Pivot	1 day	3 day
R1	122-000	122-020
PP	121-301	122-020
S1	121-281	122-020

Download as Excel Spreadsheet

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

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