ECBOT 10 Year T-Note Future December 2011

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	128-000	129-155	1-155	1.2%	128-230
High	129-175	130-180	1-005	0.8%	129-095
Low	127-310	129-075	1-085	1.0%	127-060
Close	129-020	130-080	1-060	0.9%	128-030
Range	1-185	1-105	-0-080	-15.8%	2-035
ATR	0-317	1-009	0-012	3.7%	0-000
Volume	1,043,872	1,693,099	649,227	62.2%	5,927,481

Daily Pivots for day following 01-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	134-000	133-145	130-314
R3	132-215	132-040	130-197
R2	131-110	131-110	130-158
R1	130-255	130-255	130-119	131-022
PP	130-005	130-005	130-005	130-049
S1	129-150	129-150	130-041	129-238
S2	128-220	128-220	130-002
S3	127-115	128-045	129-283
S4	126-010	126-260	129-166

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	134-167	133-133	129-081
R3	132-132	131-098	128-216
R2	130-097	130-097	128-154
R1	129-063	129-063	128-092	128-222
PP	128-062	128-062	128-062	127-301
S1	127-028	127-028	127-288	126-188
S2	126-027	126-027	127-226
S3	123-312	124-313	127-164
S4	121-277	122-278	126-299

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-180	127-060	3-120	2.6%	1-081	1.0%	91%	True	False	1,341,836
10	130-180	127-060	3-120	2.6%	1-009	0.8%	91%	True	False	1,188,568
20	130-235	127-060	3-175	2.7%	0-316	0.8%	86%	False	False	1,102,383
40	131-300	127-060	4-240	3.6%	0-289	0.7%	64%	False	False	1,091,658
60	131-300	126-250	5-050	4.0%	0-306	0.7%	67%	False	False	860,072
80	131-300	122-130	9-170	7.3%	0-294	0.7%	82%	False	False	645,549
100	131-300	120-120	11-180	8.9%	0-266	0.6%	85%	False	False	516,643
120	131-300	120-020	11-280	9.1%	0-224	0.5%	86%	False	False	430,537

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	0-058
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136-066
2.618	134-013
1.618	132-228
1.000	131-285
0.618	131-123
HIGH	130-180
0.618	130-018
0.500	129-288
0.382	129-237
LOW	129-075
0.618	128-132
1.000	127-290
1.618	127-027
2.618	125-242
4.250	123-189

Fisher Pivots for day following 01-Nov-2011
Pivot	1 day	3 day
R1	130-042	129-255
PP	130-005	129-110
S1	129-288	128-285

Download as Excel Spreadsheet

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

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