ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 19-Oct-2011

Day Change Summary
	Previous	Current
	18-Oct-2011	19-Oct-2011	Change	Change %	Previous Week
Open	128-230	128-185	-0-045	-0.1%	128-270
High	129-095	129-020	-0-075	-0.2%	128-290
Low	128-120	128-100	-0-020	0.0%	127-165
Close	128-265	128-270	0-005	0.0%	128-040
Range	0-295	0-240	-0-055	-18.6%	1-125
ATR	0-301	0-297	-0-004	-1.5%	0-000
Volume	1,237,512	1,113,990	-123,522	-10.0%	4,616,553

Daily Pivots for day following 19-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	130-317	130-213	129-082
R3	130-077	129-293	129-016
R2	129-157	129-157	128-314
R1	129-053	129-053	128-292	129-105
PP	128-237	128-237	128-237	128-262
S1	128-133	128-133	128-248	128-185
S2	127-317	127-317	128-226
S3	127-077	127-213	128-204
S4	126-157	126-293	128-138

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	129-095	127-210	1-205	1.3%	0-286	0.7%	72%	False	False	1,088,640
10	130-110	127-165	2-265	2.2%	0-304	0.7%	47%	False	False	1,024,971
20	131-300	127-165	4-135	3.4%	0-296	0.7%	30%	False	False	1,082,678
40	131-300	127-165	4-135	3.4%	0-283	0.7%	30%	False	False	1,015,923
60	131-300	122-200	9-100	7.2%	0-310	0.8%	67%	False	False	681,053
80	131-300	120-120	11-180	9.0%	0-283	0.7%	73%	False	False	511,032
100	131-300	120-120	11-180	9.0%	0-238	0.6%	73%	False	False	408,927
120	131-300	118-250	13-050	10.2%	0-198	0.5%	76%	False	False	340,773

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-058
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	132-080
2.618	131-008
1.618	130-088
1.000	129-260
0.618	129-168
HIGH	129-020
0.618	128-248
0.500	128-220
0.382	128-192
LOW	128-100
0.618	127-272
1.000	127-180
1.618	127-032
2.618	126-112
4.250	125-040

Fisher Pivots for day following 19-Oct-2011
Pivot	1 day	3 day
R1	128-253	128-231
PP	128-237	128-192
S1	128-220	128-152

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

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