ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 12-Sep-2011

Day Change Summary
	Previous	Current
	09-Sep-2011	12-Sep-2011	Change	Change %	Previous Week
Open	130-080	131-005	0-245	0.6%	130-115
High	131-010	131-040	0-030	0.1%	131-010
Low	130-020	130-120	0-100	0.2%	129-230
Close	130-285	130-190	-0-095	-0.2%	130-285
Range	0-310	0-240	-0-070	-22.6%	1-100
ATR	0-295	0-291	-0-004	-1.3%	0-000
Volume	1,109,049	881,158	-227,891	-20.5%	4,217,738

Daily Pivots for day following 12-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-303	132-167	131-002
R3	132-063	131-247	130-256
R2	131-143	131-143	130-234
R1	131-007	131-007	130-212	130-275
PP	130-223	130-223	130-223	130-198
S1	130-087	130-087	130-168	130-035
S2	129-303	129-303	130-146
S3	129-063	129-167	130-124
S4	128-143	128-247	130-058

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	131-040	129-230	1-130	1.1%	0-230	0.6%	62%	True	False	1,019,779
10	131-040	128-150	2-210	2.0%	0-270	0.6%	80%	True	False	1,069,034
20	131-040	128-110	2-250	2.1%	0-277	0.7%	81%	True	False	589,969
40	131-040	122-130	8-230	6.7%	0-302	0.7%	94%	True	False	296,667
60	131-040	120-120	10-240	8.2%	0-261	0.6%	95%	True	False	198,166
80	131-040	120-030	11-010	8.4%	0-203	0.5%	95%	True	False	148,626
100	131-040	117-130	13-230	10.5%	0-162	0.4%	96%	True	False	118,901
120	131-040	115-280	15-080	11.7%	0-135	0.3%	97%	True	False	99,085

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0-053
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-100
2.618	133-028
1.618	132-108
1.000	131-280
0.618	131-188
HIGH	131-040
0.618	130-268
0.500	130-240
0.382	130-212
LOW	130-120
0.618	129-292
1.000	129-200
1.618	129-052
2.618	128-132
4.250	127-060

Fisher Pivots for day following 12-Sep-2011
Pivot	1 day	3 day
R1	130-240	130-179
PP	130-223	130-168
S1	130-207	130-158

Download as Excel Spreadsheet

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

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