ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 16-Sep-2011

Day Change Summary
	Previous	Current
	15-Sep-2011	16-Sep-2011	Change	Change %	Previous Week
Open	130-050	129-165	-0-205	-0.5%	131-005
High	130-080	129-255	-0-145	-0.3%	131-040
Low	129-020	129-060	0-040	0.1%	129-020
Close	129-155	129-180	0-025	0.1%	129-180
Range	1-060	0-195	-0-185	-48.7%	2-020
ATR	0-287	0-280	-0-007	-2.3%	0-000
Volume	1,363,753	843,041	-520,712	-38.2%	5,448,923

Daily Pivots for day following 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	131-110	131-020	129-287
R3	130-235	130-145	129-234
R2	130-040	130-040	129-216
R1	129-270	129-270	129-198	129-315
PP	129-165	129-165	129-165	129-188
S1	129-075	129-075	129-162	129-120
S2	128-290	128-290	129-144
S3	128-095	128-200	129-126
S4	127-220	128-005	129-073

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	136-033	134-287	130-223
R3	134-013	132-267	130-042
R2	131-313	131-313	129-301
R1	130-247	130-247	129-240	130-110
PP	129-293	129-293	129-293	129-225
S1	128-227	128-227	129-120	128-090
S2	127-273	127-273	129-059
S3	125-253	126-207	128-318
S4	123-233	124-187	128-137

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-040	129-020	2-020	1.6%	0-245	0.6%	24%	False	False	1,089,784
10	131-040	129-020	2-020	1.6%	0-251	0.6%	24%	False	False	1,095,674
20	131-040	128-120	2-240	2.1%	0-272	0.7%	43%	False	False	816,041
40	131-040	122-170	8-190	6.6%	0-310	0.7%	82%	False	False	410,782
60	131-040	120-120	10-240	8.3%	0-272	0.7%	85%	False	False	274,287
80	131-040	120-030	11-010	8.5%	0-215	0.5%	86%	False	False	205,723
100	131-040	117-300	13-060	10.2%	0-172	0.4%	88%	False	False	164,579
120	131-040	115-280	15-080	11.8%	0-143	0.3%	90%	False	False	137,149

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	0-056
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-124
2.618	131-126
1.618	130-251
1.000	130-130
0.618	130-056
HIGH	129-255
0.618	129-181
0.500	129-158
0.382	129-134
LOW	129-060
0.618	128-259
1.000	128-185
1.618	128-064
2.618	127-189
4.250	126-191

Fisher Pivots for day following 16-Sep-2011
Pivot	1 day	3 day
R1	129-172	129-252
PP	129-165	129-228
S1	129-158	129-204

Download as Excel Spreadsheet

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

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