ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 27-Sep-2011

Day Change Summary
	Previous	Current
	26-Sep-2011	27-Sep-2011	Change	Change %	Previous Week
Open	130-200	130-110	-0-090	-0.2%	129-290
High	131-035	130-160	-0-195	-0.5%	131-300
Low	130-090	129-175	-0-235	-0.6%	129-270
Close	130-110	129-180	-0-250	-0.6%	130-310
Range	0-265	0-305	0-040	15.1%	2-030
ATR	0-287	0-288	0-001	0.4%	0-000
Volume	993,769	987,213	-6,556	-0.7%	5,284,017

Daily Pivots for day following 27-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-233	132-032	130-028
R3	131-248	131-047	129-264
R2	130-263	130-263	129-236
R1	130-062	130-062	129-208	130-010
PP	129-278	129-278	129-278	129-252
S1	129-077	129-077	129-152	129-025
S2	128-293	128-293	129-124
S3	127-308	128-092	129-096
S4	127-003	127-107	129-012

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	137-063	136-057	132-038
R3	135-033	134-027	131-174
R2	133-003	133-003	131-113
R1	131-317	131-317	131-051	132-160
PP	130-293	130-293	130-293	131-055
S1	129-287	129-287	130-249	130-130
S2	128-263	128-263	130-187
S3	126-233	127-257	130-126
S4	124-203	125-227	129-262

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-300	129-175	2-125	1.8%	0-309	0.7%	1%	False	True	1,114,412
10	131-300	129-020	2-280	2.2%	0-276	0.7%	17%	False	False	1,078,328
20	131-300	128-185	3-115	2.6%	0-270	0.7%	29%	False	False	1,084,305
40	131-300	124-270	7-030	5.5%	1-002	0.8%	67%	False	False	592,193
60	131-300	120-200	11-100	8.7%	0-285	0.7%	79%	False	False	395,165
80	131-300	120-120	11-180	8.9%	0-236	0.6%	79%	False	False	296,535
100	131-300	119-190	12-110	9.5%	0-192	0.5%	81%	False	False	237,229
120	131-300	115-280	16-020	12.4%	0-160	0.4%	85%	False	False	197,691

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-064
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-176
2.618	132-318
1.618	132-013
1.000	131-145
0.618	131-028
HIGH	130-160
0.618	130-043
0.500	130-008
0.382	129-292
LOW	129-175
0.618	128-307
1.000	128-190
1.618	128-002
2.618	127-017
4.250	125-159

Fisher Pivots for day following 27-Sep-2011
Pivot	1 day	3 day
R1	130-008	130-238
PP	129-278	130-112
S1	129-229	129-306

Download as Excel Spreadsheet

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

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