ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 05-Oct-2011

Day Change Summary
	Previous	Current
	04-Oct-2011	05-Oct-2011	Change	Change %	Previous Week
Open	131-050	130-215	-0-155	-0.4%	130-200
High	131-125	130-235	-0-210	-0.5%	131-035
Low	130-170	130-005	-0-165	-0.4%	129-065
Close	130-305	130-035	-0-270	-0.6%	130-030
Range	0-275	0-230	-0-045	-16.4%	1-290
ATR	0-285	0-286	0-001	0.4%	0-000
Volume	1,356,218	1,026,266	-329,952	-24.3%	5,425,565

Daily Pivots for day following 05-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-142	131-318	130-162
R3	131-232	131-088	130-098
R2	131-002	131-002	130-077
R1	130-178	130-178	130-056	130-135
PP	130-092	130-092	130-092	130-070
S1	129-268	129-268	130-014	129-225
S2	129-182	129-182	129-313
S3	128-272	129-038	129-292
S4	128-042	128-128	129-228

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	131-125	129-135	1-310	1.5%	0-261	0.6%	35%	False	False	1,132,232
10	131-300	129-065	2-235	2.1%	0-288	0.7%	33%	False	False	1,140,385
20	131-300	129-020	2-280	2.2%	0-264	0.6%	36%	False	False	1,082,078
40	131-300	127-280	4-020	3.1%	0-282	0.7%	55%	False	False	764,373
60	131-300	122-130	9-170	7.3%	0-286	0.7%	81%	False	False	510,372
80	131-300	120-120	11-180	8.9%	0-256	0.6%	84%	False	False	383,037
100	131-300	120-030	11-270	9.1%	0-208	0.5%	85%	False	False	306,430
120	131-300	117-100	14-200	11.2%	0-173	0.4%	88%	False	False	255,358

Crabel Price Patterns
NR	True
NR4	True
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	0-048
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	133-252
2.618	132-197
1.618	131-287
1.000	131-145
0.618	131-057
HIGH	130-235
0.618	130-147
0.500	130-120
0.382	130-093
LOW	130-005
0.618	129-183
1.000	129-095
1.618	128-273
2.618	128-043
4.250	126-308

Fisher Pivots for day following 05-Oct-2011
Pivot	1 day	3 day
R1	130-120	130-225
PP	130-092	130-162
S1	130-063	130-098

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

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