ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 10-Oct-2011

Day Change Summary
	Previous	Current
	07-Oct-2011	10-Oct-2011	Change	Change %	Previous Week
Open	129-170	128-270	-0-220	-0.5%	130-050
High	129-210	128-290	-0-240	-0.6%	131-125
Low	128-150	127-180	-0-290	-0.7%	128-150
Close	128-285	127-190	-1-095	-1.0%	128-285
Range	1-060	1-110	0-050	13.2%	2-295
ATR	0-293	0-303	0-010	3.3%	0-000
Volume	1,341,894	249,322	-1,092,572	-81.4%	5,907,984

Daily Pivots for day following 10-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-017	131-053	128-106
R3	130-227	129-263	127-308
R2	129-117	129-117	127-269
R1	128-153	128-153	127-229	128-080
PP	128-007	128-007	128-007	127-290
S1	127-043	127-043	127-151	126-290
S2	126-217	126-217	127-111
S3	125-107	125-253	127-072
S4	123-317	124-143	126-274

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	138-112	136-173	130-159
R3	135-137	133-198	129-222
R2	132-162	132-162	129-136
R1	130-223	130-223	129-051	130-045
PP	129-187	129-187	129-187	129-098
S1	127-248	127-248	128-199	127-070
S2	126-212	126-212	128-114
S3	123-237	124-273	128-028
S4	120-262	121-298	127-091

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-125	127-180	3-265	3.0%	1-001	0.8%	1%	False	True	1,012,847
10	131-125	127-180	3-265	3.0%	0-300	0.7%	1%	False	True	1,058,910
20	131-300	127-180	4-120	3.4%	0-283	0.7%	1%	False	True	1,071,732
40	131-300	127-180	4-120	3.4%	0-280	0.7%	1%	False	True	830,850
60	131-300	122-130	9-170	7.5%	0-296	0.7%	54%	False	False	555,022
80	131-300	120-120	11-180	9.1%	0-266	0.7%	62%	False	False	416,558
100	131-300	120-030	11-270	9.3%	0-219	0.5%	63%	False	False	333,247
120	131-300	117-130	14-170	11.4%	0-182	0.4%	70%	False	False	277,706

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	134-198
2.618	132-136
1.618	131-026
1.000	130-080
0.618	129-236
HIGH	128-290
0.618	128-126
0.500	128-075
0.382	128-024
LOW	127-180
0.618	126-234
1.000	126-070
1.618	125-124
2.618	124-014
4.250	121-272

Fisher Pivots for day following 10-Oct-2011
Pivot	1 day	3 day
R1	128-075	128-305
PP	128-007	128-160
S1	127-258	128-015

Download as Excel Spreadsheet

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

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