ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 22-Sep-2011

Day Change Summary
	Previous	Current
	21-Sep-2011	22-Sep-2011	Change	Change %	Previous Week
Open	130-160	130-270	0-110	0.3%	131-005
High	130-305	131-275	0-290	0.7%	131-040
Low	130-050	130-255	0-205	0.5%	129-020
Close	130-240	131-240	1-000	0.8%	129-180
Range	0-255	1-020	0-085	33.3%	2-020
ATR	0-276	0-282	0-006	2.0%	0-000
Volume	1,088,344	1,210,944	122,600	11.3%	5,448,923

Daily Pivots for day following 22-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	134-210	134-085	132-107
R3	133-190	133-065	132-014
R2	132-170	132-170	131-302
R1	132-045	132-045	131-271	132-108
PP	131-150	131-150	131-150	131-181
S1	131-025	131-025	131-209	131-088
S2	130-130	130-130	131-178
S3	129-110	130-005	131-146
S4	128-090	128-305	131-053

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	131-275	129-060	2-215	2.0%	0-247	0.6%	96%	True	False	967,053
10	131-275	129-020	2-255	2.1%	0-258	0.6%	96%	True	False	1,055,019
20	131-275	128-120	3-155	2.6%	0-266	0.6%	97%	True	False	1,004,715
40	131-275	122-300	8-295	6.8%	1-000	0.8%	99%	True	False	510,502
60	131-275	120-120	11-155	8.7%	0-281	0.7%	99%	True	False	340,665
80	131-275	120-120	11-155	8.7%	0-226	0.5%	99%	True	False	255,626
100	131-275	119-000	12-275	9.8%	0-182	0.4%	99%	True	False	204,501
120	131-275	115-280	15-315	12.1%	0-152	0.4%	99%	True	False	170,418

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-058
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	136-120
2.618	134-205
1.618	133-185
1.000	132-295
0.618	132-165
HIGH	131-275
0.618	131-145
0.500	131-105
0.382	131-065
LOW	130-255
0.618	130-045
1.000	129-235
1.618	129-025
2.618	128-005
4.250	126-090

Fisher Pivots for day following 22-Sep-2011
Pivot	1 day	3 day
R1	131-195	131-161
PP	131-150	131-082
S1	131-105	131-002

Download as Excel Spreadsheet

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

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