ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 17-Oct-2011

Day Change Summary
	Previous	Current
	14-Oct-2011	17-Oct-2011	Change	Change %	Previous Week
Open	128-110	128-000	-0-110	-0.3%	128-270
High	128-190	128-240	0-050	0.1%	128-290
Low	127-250	127-210	-0-040	-0.1%	127-165
Close	128-040	128-230	0-190	0.5%	128-040
Range	0-260	1-030	0-090	34.6%	1-125
ATR	0-298	0-302	0-004	1.2%	0-000
Volume	993,824	849,230	-144,594	-14.5%	4,616,553

Daily Pivots for day following 17-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	131-210	131-090	129-102
R3	130-180	130-060	129-006
R2	129-150	129-150	128-294
R1	129-030	129-030	128-262	129-090
PP	128-120	128-120	128-120	128-150
S1	128-000	128-000	128-198	128-060
S2	127-090	127-090	128-166
S3	126-060	126-290	128-134
S4	125-030	125-260	128-038

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	128-265	127-165	1-100	1.0%	0-282	0.7%	92%	False	False	1,043,292
10	131-125	127-165	3-280	3.0%	0-302	0.7%	31%	False	False	1,028,070
20	131-300	127-165	4-135	3.4%	0-291	0.7%	27%	False	False	1,061,170
40	131-300	127-165	4-135	3.4%	0-281	0.7%	27%	False	False	959,264
60	131-300	122-170	9-130	7.3%	0-306	0.7%	66%	False	False	641,900
80	131-300	120-120	11-180	9.0%	0-280	0.7%	72%	False	False	481,647
100	131-300	120-120	11-180	9.0%	0-233	0.6%	72%	False	False	385,412
120	131-300	118-070	13-230	10.7%	0-194	0.5%	77%	False	False	321,177

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	133-128
2.618	131-196
1.618	130-166
1.000	129-270
0.618	129-136
HIGH	128-240
0.618	128-106
0.500	128-065
0.382	128-024
LOW	127-210
0.618	126-314
1.000	126-180
1.618	125-284
2.618	124-254
4.250	123-002

Fisher Pivots for day following 17-Oct-2011
Pivot	1 day	3 day
R1	128-175	128-179
PP	128-120	128-128
S1	128-065	128-078

Download as Excel Spreadsheet

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

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