ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 30-Sep-2011

Day Change Summary
	Previous	Current
	29-Sep-2011	30-Sep-2011	Change	Change %	Previous Week
Open	129-285	129-200	-0-085	-0.2%	130-200
High	130-005	130-145	0-140	0.3%	131-035
Low	129-135	129-200	0-065	0.2%	129-065
Close	129-315	130-030	0-035	0.1%	130-030
Range	0-190	0-265	0-075	39.5%	1-290
ATR	0-281	0-280	-0-001	-0.4%	0-000
Volume	1,115,480	1,070,130	-45,350	-4.1%	5,425,565

Daily Pivots for day following 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-173	132-047	130-176
R3	131-228	131-102	130-103
R2	130-283	130-283	130-079
R1	130-157	130-157	130-054	130-220
PP	130-018	130-018	130-018	130-050
S1	129-212	129-212	130-006	129-275
S2	129-073	129-073	129-301
S3	128-128	128-267	129-277
S4	127-183	128-002	129-204

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	135-273	134-282	131-046
R3	133-303	132-312	130-198
R2	132-013	132-013	130-142
R1	131-022	131-022	130-086	130-192
PP	130-043	130-043	130-043	129-289
S1	129-052	129-052	129-294	128-222
S2	128-073	128-073	129-238
S3	126-103	127-082	129-182
S4	124-133	125-112	129-014

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-035	129-065	1-290	1.5%	0-262	0.6%	47%	False	False	1,085,113
10	131-300	129-065	2-235	2.1%	0-273	0.7%	33%	False	False	1,070,958
20	131-300	129-020	2-280	2.2%	0-262	0.6%	36%	False	False	1,083,316
40	131-300	125-210	6-090	4.8%	0-314	0.8%	71%	False	False	678,009
60	131-300	120-300	11-000	8.5%	0-290	0.7%	83%	False	False	452,525
80	131-300	120-120	11-180	8.9%	0-246	0.6%	84%	False	False	339,593
100	131-300	119-230	12-070	9.4%	0-199	0.5%	85%	False	False	271,674
120	131-300	116-180	15-120	11.8%	0-166	0.4%	88%	False	False	226,396

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	0-057
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-311
2.618	132-199
1.618	131-254
1.000	131-090
0.618	130-309
HIGH	130-145
0.618	130-044
0.500	130-012
0.382	129-301
LOW	129-200
0.618	129-036
1.000	128-255
1.618	128-091
2.618	127-146
4.250	126-034

Fisher Pivots for day following 30-Sep-2011
Pivot	1 day	3 day
R1	130-024	130-002
PP	130-018	129-293
S1	130-012	129-265

Download as Excel Spreadsheet

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

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