ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 20-Oct-2011

Day Change Summary
	Previous	Current
	19-Oct-2011	20-Oct-2011	Change	Change %	Previous Week
Open	128-185	128-250	0-065	0.2%	128-270
High	129-020	129-065	0-045	0.1%	128-290
Low	128-100	128-130	0-030	0.1%	127-165
Close	128-270	128-225	-0-045	-0.1%	128-040
Range	0-240	0-255	0-015	6.3%	1-125
ATR	0-297	0-294	-0-003	-1.0%	0-000
Volume	1,113,990	1,302,696	188,706	16.9%	4,616,553

Daily Pivots for day following 20-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	131-052	130-233	129-045
R3	130-117	129-298	128-295
R2	129-182	129-182	128-272
R1	129-043	129-043	128-248	128-305
PP	128-247	128-247	128-247	128-218
S1	128-108	128-108	128-202	128-050
S2	127-312	127-312	128-178
S3	127-057	127-173	128-155
S4	126-122	126-238	128-085

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%	0-280	0.7%	64%	False	False	1,099,450
10	129-210	127-165	2-045	1.7%	0-301	0.7%	55%	False	False	1,046,187
20	131-300	127-165	4-135	3.4%	0-292	0.7%	27%	False	False	1,087,266
40	131-300	127-165	4-135	3.4%	0-279	0.7%	27%	False	False	1,045,991
60	131-300	122-300	9-000	7.0%	0-311	0.8%	64%	False	False	702,756
80	131-300	120-120	11-180	9.0%	0-284	0.7%	72%	False	False	527,315
100	131-300	120-120	11-180	9.0%	0-240	0.6%	72%	False	False	421,954
120	131-300	119-000	12-300	10.1%	0-201	0.5%	75%	False	False	351,628

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-066
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-189
2.618	131-093
1.618	130-158
1.000	130-000
0.618	129-223
HIGH	129-065
0.618	128-288
0.500	128-258
0.382	128-227
LOW	128-130
0.618	127-292
1.000	127-195
1.618	127-037
2.618	126-102
4.250	125-006

Fisher Pivots for day following 20-Oct-2011
Pivot	1 day	3 day
R1	128-258	128-258
PP	128-247	128-247
S1	128-236	128-236

Download as Excel Spreadsheet

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

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