ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 06-Oct-2011

Day Change Summary
	Previous	Current
	05-Oct-2011	06-Oct-2011	Change	Change %	Previous Week
Open	130-215	130-070	-0-145	-0.3%	130-200
High	130-235	130-110	-0-125	-0.3%	131-035
Low	130-005	129-140	-0-185	-0.4%	129-065
Close	130-035	129-165	-0-190	-0.5%	130-030
Range	0-230	0-290	0-060	26.1%	1-290
ATR	0-286	0-287	0-000	0.1%	0-000
Volume	1,026,266	1,090,539	64,273	6.3%	5,425,565

Daily Pivots for day following 06-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-155	131-290	130-004
R3	131-185	131-000	129-245
R2	130-215	130-215	129-218
R1	130-030	130-030	129-192	129-298
PP	129-245	129-245	129-245	129-219
S1	129-060	129-060	129-138	129-008
S2	128-275	128-275	129-112
S3	127-305	128-090	129-085
S4	127-015	127-120	129-006

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	129-140	1-305	1.5%	0-281	0.7%	4%	False	True	1,127,244
10	131-300	129-065	2-235	2.1%	0-283	0.7%	11%	False	False	1,128,344
20	131-300	129-020	2-280	2.2%	0-270	0.7%	16%	False	False	1,091,682
40	131-300	128-000	3-300	3.0%	0-276	0.7%	38%	False	False	791,463
60	131-300	122-130	9-170	7.4%	0-288	0.7%	75%	False	False	528,523
80	131-300	120-120	11-180	8.9%	0-259	0.6%	79%	False	False	396,668
100	131-300	120-030	11-270	9.1%	0-211	0.5%	80%	False	False	317,335
120	131-300	117-130	14-170	11.2%	0-176	0.4%	83%	False	False	264,446

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	0-050
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-062
2.618	132-229
1.618	131-259
1.000	131-080
0.618	130-289
HIGH	130-110
0.618	129-319
0.500	129-285
0.382	129-251
LOW	129-140
0.618	128-281
1.000	128-170
1.618	127-311
2.618	127-021
4.250	125-188

Fisher Pivots for day following 06-Oct-2011
Pivot	1 day	3 day
R1	129-285	130-132
PP	129-245	130-037
S1	129-205	129-261

Download as Excel Spreadsheet

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

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