ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 13-Sep-2011

Day Change Summary
	Previous	Current
	12-Sep-2011	13-Sep-2011	Change	Change %	Previous Week
Open	131-005	130-140	-0-185	-0.4%	130-115
High	131-040	130-235	-0-125	-0.3%	131-010
Low	130-120	130-015	-0-105	-0.3%	129-230
Close	130-190	130-060	-0-130	-0.3%	130-285
Range	0-240	0-220	-0-020	-8.3%	1-100
ATR	0-291	0-286	-0-005	-1.7%	0-000
Volume	881,158	1,049,476	168,318	19.1%	4,217,738

Daily Pivots for day following 13-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-123	131-312	130-181
R3	131-223	131-092	130-120
R2	131-003	131-003	130-100
R1	130-192	130-192	130-080	130-148
PP	130-103	130-103	130-103	130-081
S1	129-292	129-292	130-040	129-248
S2	129-203	129-203	130-020
S3	128-303	129-072	130-000
S4	128-083	128-172	129-259

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%	0-223	0.5%	33%	False	False	988,304
10	131-040	128-185	2-175	2.0%	0-264	0.6%	63%	False	False	1,090,281
20	131-040	128-110	2-250	2.1%	0-279	0.7%	66%	False	False	642,088
40	131-040	122-130	8-230	6.7%	0-305	0.7%	89%	False	False	322,857
60	131-040	120-120	10-240	8.3%	0-264	0.6%	91%	False	False	215,654
80	131-040	120-030	11-010	8.5%	0-205	0.5%	92%	False	False	161,745
100	131-040	117-160	13-200	10.5%	0-164	0.4%	93%	False	False	129,396
120	131-040	115-280	15-080	11.7%	0-137	0.3%	94%	False	False	107,830

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	0-062
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-210
2.618	132-171
1.618	131-271
1.000	131-135
0.618	131-051
HIGH	130-235
0.618	130-151
0.500	130-125
0.382	130-099
LOW	130-015
0.618	129-199
1.000	129-115
1.618	128-299
2.618	128-079
4.250	127-040

Fisher Pivots for day following 13-Sep-2011
Pivot	1 day	3 day
R1	130-125	130-188
PP	130-103	130-145
S1	130-082	130-102

Download as Excel Spreadsheet

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

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