ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 24-Oct-2011

Day Change Summary
	Previous	Current
	21-Oct-2011	24-Oct-2011	Change	Change %	Previous Week
Open	127-270	127-280	0-010	0.0%	127-040
High	127-270	127-280	0-010	0.0%	128-080
Low	127-240	127-230	-0-010	0.0%	127-010
Close	127-250	127-150	-0-100	-0.2%	127-250
Range	0-030	0-050	0-020	66.7%	1-070
ATR	0-182	0-173	-0-009	-5.2%	0-000
Volume	169	388	219	129.6%	3,895

Daily Pivots for day following 24-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	128-050	127-310	127-178
R3	128-000	127-260	127-164
R2	127-270	127-270	127-159
R1	127-210	127-210	127-155	127-215
PP	127-220	127-220	127-220	127-222
S1	127-160	127-160	127-145	127-165
S2	127-170	127-170	127-141
S3	127-120	127-110	127-136
S4	127-070	127-060	127-122

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	131-110	130-250	128-144
R3	130-040	129-180	128-037
R2	128-290	128-290	128-002
R1	128-110	128-110	127-286	128-200
PP	127-220	127-220	127-220	127-265
S1	127-040	127-040	127-214	127-130
S2	126-150	126-150	127-178
S3	125-080	125-290	127-143
S4	124-010	124-220	127-036

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-080	127-190	0-210	0.5%	0-112	0.3%	-19%	False	False	786
10	128-080	127-010	1-070	1.0%	0-154	0.4%	36%	False	False	889
20	130-160	127-010	3-150	2.7%	0-152	0.4%	13%	False	False	975

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-172
2.618	128-091
1.618	128-041
1.000	128-010
0.618	127-311
HIGH	127-280
0.618	127-261
0.500	127-255
0.382	127-249
LOW	127-230
0.618	127-199
1.000	127-180
1.618	127-149
2.618	127-099
4.250	127-018

Fisher Pivots for day following 24-Oct-2011
Pivot	1 day	3 day
R1	127-255	127-300
PP	127-220	127-250
S1	127-185	127-200

Download as Excel Spreadsheet

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

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