ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 07-Oct-2011

Day Change Summary
	Previous	Current
	06-Oct-2011	07-Oct-2011	Change	Change %	Previous Week
Open	129-080	128-100	-0-300	-0.7%	130-020
High	129-080	128-100	-0-300	-0.7%	130-160
Low	128-290	128-000	-0-290	-0.7%	128-000
Close	128-260	128-050	-0-210	-0.5%	128-050
Range	0-110	0-100	-0-010	-9.1%	2-160
ATR	0-169	0-176	0-006	3.8%	0-000
Volume	360	284	-76	-21.1%	724

Daily Pivots for day following 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-030	128-300	128-105
R3	128-250	128-200	128-078
R2	128-150	128-150	128-068
R1	128-100	128-100	128-059	128-075
PP	128-050	128-050	128-050	128-038
S1	128-000	128-000	128-041	127-295
S2	127-270	127-270	128-032
S3	127-170	127-220	128-022
S4	127-070	127-120	127-315

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	136-123	134-247	129-170
R3	133-283	132-087	128-270
R2	131-123	131-123	128-197
R1	129-247	129-247	128-123	129-105
PP	128-283	128-283	128-283	128-212
S1	127-087	127-087	127-297	126-265
S2	126-123	126-123	127-223
S3	123-283	124-247	127-150
S4	121-123	122-087	126-250

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-160	128-000	2-160	2.0%	0-138	0.3%	6%	False	True	144
10	130-160	128-000	2-160	2.0%	0-129	0.3%	6%	False	True	927
20	131-050	128-000	3-050	2.5%	0-086	0.2%	5%	False	True	471

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	0-010
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	129-205
2.618	129-042
1.618	128-262
1.000	128-200
0.618	128-162
HIGH	128-100
0.618	128-062
0.500	128-050
0.382	128-038
LOW	128-000
0.618	127-258
1.000	127-220
1.618	127-158
2.618	127-058
4.250	126-215

Fisher Pivots for day following 07-Oct-2011
Pivot	1 day	3 day
R1	128-050	129-010
PP	128-050	128-237
S1	128-050	128-143

Download as Excel Spreadsheet

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

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