ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 28-Sep-2011

Day Change Summary
	Previous	Current
	27-Sep-2011	28-Sep-2011	Change	Change %	Previous Week
Open	130-110	129-280	-0-150	-0.4%	129-290
High	130-160	130-030	-0-130	-0.3%	131-300
Low	129-175	129-065	-0-110	-0.3%	129-270
Close	129-180	129-215	0-035	0.1%	130-310
Range	0-305	0-285	-0-020	-6.6%	2-030
ATR	0-288	0-288	0-000	-0.1%	0-000
Volume	987,213	1,258,973	271,760	27.5%	5,284,017

Daily Pivots for day following 28-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-105	131-285	130-052
R3	131-140	131-000	129-293
R2	130-175	130-175	129-267
R1	130-035	130-035	129-241	129-282
PP	129-210	129-210	129-210	129-174
S1	129-070	129-070	129-189	128-318
S2	128-245	128-245	129-163
S3	127-280	128-105	129-137
S4	126-315	127-140	129-058

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	129-065	2-235	2.1%	0-315	0.8%	17%	False	True	1,148,538
10	131-300	129-020	2-280	2.2%	0-285	0.7%	21%	False	False	1,073,076
20	131-300	128-185	3-115	2.6%	0-270	0.7%	33%	False	False	1,111,016
40	131-300	125-170	6-130	4.9%	1-000	0.8%	65%	False	False	623,611
60	131-300	120-250	11-050	8.6%	0-287	0.7%	80%	False	False	416,125
80	131-300	120-120	11-180	8.9%	0-240	0.6%	80%	False	False	312,273
100	131-300	119-190	12-110	9.5%	0-195	0.5%	82%	False	False	249,818
120	131-300	115-280	16-020	12.4%	0-162	0.4%	86%	False	False	208,182

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	0-065
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-281
2.618	132-136
1.618	131-171
1.000	130-315
0.618	130-206
HIGH	130-030
0.618	129-241
0.500	129-208
0.382	129-174
LOW	129-065
0.618	128-209
1.000	128-100
1.618	127-244
2.618	126-279
4.250	125-134

Fisher Pivots for day following 28-Sep-2011
Pivot	1 day	3 day
R1	129-212	130-050
PP	129-210	129-318
S1	129-208	129-267

Download as Excel Spreadsheet

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

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