ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 09-Sep-2011

Day Change Summary
	Previous	Current
	08-Sep-2011	09-Sep-2011	Change	Change %	Previous Week
Open	129-285	130-080	0-115	0.3%	130-115
High	130-125	131-010	0-205	0.5%	131-010
Low	129-275	130-020	0-065	0.2%	129-230
Close	130-105	130-285	0-180	0.4%	130-285
Range	0-170	0-310	0-140	82.4%	1-100
ATR	0-294	0-295	0-001	0.4%	0-000
Volume	898,455	1,109,049	210,594	23.4%	4,217,738

Daily Pivots for day following 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	133-182	133-063	131-136
R3	132-192	132-073	131-050
R2	131-202	131-202	131-022
R1	131-083	131-083	130-313	131-142
PP	130-212	130-212	130-212	130-241
S1	130-093	130-093	130-257	130-152
S2	129-222	129-222	130-228
S3	128-232	129-103	130-200
S4	127-242	128-113	130-114

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	134-155	134-000	131-196
R3	133-055	132-220	131-080
R2	131-275	131-275	131-042
R1	131-120	131-120	131-004	131-198
PP	130-175	130-175	130-175	130-214
S1	130-020	130-020	130-246	130-098
S2	129-075	129-075	130-208
S3	127-295	128-240	130-170
S4	126-195	127-140	130-054

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-010	129-085	1-245	1.3%	0-257	0.6%	92%	True	False	1,101,564
10	131-010	128-150	2-180	2.0%	0-278	0.7%	95%	True	False	1,036,917
20	131-010	128-060	2-270	2.2%	0-276	0.7%	95%	True	False	546,373
40	131-010	122-130	8-200	6.6%	0-301	0.7%	98%	True	False	274,648
60	131-010	120-120	10-210	8.1%	0-260	0.6%	99%	True	False	183,481
80	131-010	120-030	10-300	8.4%	0-200	0.5%	99%	True	False	137,612
100	131-010	117-130	13-200	10.4%	0-160	0.4%	99%	True	False	110,090
120	131-010	115-280	15-050	11.6%	0-133	0.3%	99%	True	False	91,742

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-052
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	135-048
2.618	133-182
1.618	132-192
1.000	132-000
0.618	131-202
HIGH	131-010
0.618	130-212
0.500	130-175
0.382	130-138
LOW	130-020
0.618	129-148
1.000	129-030
1.618	128-158
2.618	127-168
4.250	125-302

Fisher Pivots for day following 09-Sep-2011
Pivot	1 day	3 day
R1	130-248	130-230
PP	130-212	130-175
S1	130-175	130-120

Download as Excel Spreadsheet

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

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