ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 14-Oct-2011

Day Change Summary
	Previous	Current
	13-Oct-2011	14-Oct-2011	Change	Change %	Previous Week
Open	128-010	128-110	0-100	0.2%	128-270
High	128-265	128-190	-0-075	-0.2%	128-290
Low	127-300	127-250	-0-050	-0.1%	127-165
Close	128-140	128-040	-0-100	-0.2%	128-040
Range	0-285	0-260	-0-025	-8.8%	1-125
ATR	0-301	0-298	-0-003	-1.0%	0-000
Volume	1,248,645	993,824	-254,821	-20.4%	4,616,553

Daily Pivots for day following 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	130-193	130-057	128-183
R3	129-253	129-117	128-112
R2	128-313	128-313	128-088
R1	128-177	128-177	128-064	128-115
PP	128-053	128-053	128-053	128-022
S1	127-237	127-237	128-016	127-175
S2	127-113	127-113	127-312
S3	126-173	126-297	127-288
S4	125-233	126-037	127-217

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-113	131-202	128-285
R3	130-308	130-077	128-162
R2	129-183	129-183	128-122
R1	128-272	128-272	128-081	128-165
PP	128-058	128-058	128-058	128-005
S1	127-147	127-147	127-319	127-040
S2	126-253	126-253	127-278
S3	125-128	126-022	127-238
S4	124-003	124-217	127-115

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-290	127-165	1-125	1.1%	0-298	0.7%	44%	False	False	923,310
10	131-125	127-165	3-280	3.0%	0-301	0.7%	16%	False	False	1,052,453
20	131-300	127-165	4-135	3.5%	0-287	0.7%	14%	False	False	1,061,705
40	131-300	127-165	4-135	3.5%	0-279	0.7%	14%	False	False	938,873
60	131-300	122-170	9-130	7.3%	0-302	0.7%	59%	False	False	627,756
80	131-300	120-120	11-180	9.0%	0-276	0.7%	67%	False	False	471,142
100	131-300	120-030	11-270	9.2%	0-229	0.6%	68%	False	False	376,920
120	131-300	117-300	14-000	10.9%	0-191	0.5%	73%	False	False	314,100

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	0-037
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	132-015
2.618	130-231
1.618	129-291
1.000	129-130
0.618	129-031
HIGH	128-190
0.618	128-091
0.500	128-060
0.382	128-029
LOW	127-250
0.618	127-089
1.000	126-310
1.618	126-149
2.618	125-209
4.250	124-105

Fisher Pivots for day following 14-Oct-2011
Pivot	1 day	3 day
R1	128-060	128-055
PP	128-053	128-050
S1	128-047	128-045

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

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