ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 01-Nov-2011

Day Change Summary
	Previous	Current
	31-Oct-2011	01-Nov-2011	Change	Change %	Previous Week
Open	127-070	128-170	1-100	1.0%	127-280
High	128-180	129-240	1-060	0.9%	128-130
Low	127-070	128-150	1-080	1.0%	126-070
Close	128-070	129-150	1-080	1.0%	127-070
Range	1-110	1-090	-0-020	-4.7%	2-060
ATR	0-224	0-243	0-019	8.5%	0-000
Volume	6,602	2,965	-3,637	-55.1%	6,935

Daily Pivots for day following 01-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	133-023	132-177	130-056
R3	131-253	131-087	129-263
R2	130-163	130-163	129-225
R1	129-317	129-317	129-188	130-080
PP	129-073	129-073	129-073	129-115
S1	128-227	128-227	129-112	128-310
S2	127-303	127-303	129-075
S3	126-213	127-137	129-037
S4	125-123	126-047	128-244

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	133-270	132-230	128-135
R3	131-210	130-170	127-262
R2	129-150	129-150	127-198
R1	128-110	128-110	127-134	127-260
PP	127-090	127-090	127-090	127-005
S1	126-050	126-050	127-006	125-200
S2	125-030	125-030	126-262
S3	122-290	123-310	126-198
S4	120-230	121-250	126-005

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-240	126-070	3-170	2.7%	1-020	0.8%	92%	True	False	3,076
10	129-240	126-070	3-170	2.7%	0-229	0.6%	92%	True	False	1,968
20	130-020	126-070	3-270	3.0%	0-200	0.5%	85%	False	False	1,352
40	131-050	126-070	4-300	3.8%	0-134	0.3%	66%	False	False	895

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-062
2.618	133-033
1.618	131-263
1.000	131-010
0.618	130-173
HIGH	129-240
0.618	129-083
0.500	129-035
0.382	128-307
LOW	128-150
0.618	127-217
1.000	127-060
1.618	126-127
2.618	125-037
4.250	123-008

Fisher Pivots for day following 01-Nov-2011
Pivot	1 day	3 day
R1	129-112	129-000
PP	129-073	128-170
S1	129-035	128-020

Download as Excel Spreadsheet

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

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