ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 03-Nov-2011

Day Change Summary
	Previous	Current
	02-Nov-2011	03-Nov-2011	Change	Change %	Previous Week
Open	130-085	130-130	0-045	0.1%	128-230
High	130-165	130-290	0-125	0.3%	129-095
Low	129-230	129-260	0-030	0.1%	127-060
Close	130-100	130-015	-0-085	-0.2%	128-030
Range	0-255	1-030	0-095	37.3%	2-035
ATR	1-004	1-006	0-002	0.6%	0-000
Volume	1,030,684	1,146,083	115,399	11.2%	5,927,481

Daily Pivots for day following 03-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	133-172	132-283	130-208
R3	132-142	131-253	130-111
R2	131-112	131-112	130-079
R1	130-223	130-223	130-047	130-152
PP	130-082	130-082	130-082	130-046
S1	129-193	129-193	129-303	129-122
S2	129-052	129-052	129-271
S3	128-022	128-163	129-239
S4	126-312	127-133	129-142

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	130-290	127-070	3-220	2.8%	1-051	0.9%	77%	True	False	1,191,907
10	130-290	127-060	3-230	2.9%	1-020	0.8%	77%	True	False	1,164,576
20	130-290	127-060	3-230	2.9%	1-000	0.8%	77%	True	False	1,105,381
40	131-300	127-060	4-240	3.7%	0-295	0.7%	60%	False	False	1,098,532
60	131-300	127-060	4-240	3.7%	0-291	0.7%	60%	False	False	896,103
80	131-300	122-130	9-170	7.3%	0-296	0.7%	80%	False	False	672,738
100	131-300	120-120	11-180	8.9%	0-271	0.7%	84%	False	False	538,411
120	131-300	120-030	11-270	9.1%	0-229	0.6%	84%	False	False	448,676

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-062
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-178
2.618	133-246
1.618	132-216
1.000	132-000
0.618	131-186
HIGH	130-290
0.618	130-156
0.500	130-115
0.382	130-074
LOW	129-260
0.618	129-044
1.000	128-230
1.618	128-014
2.618	126-304
4.250	125-052

Fisher Pivots for day following 03-Nov-2011
Pivot	1 day	3 day
R1	130-115	130-022
PP	130-082	130-020
S1	130-048	130-018

Download as Excel Spreadsheet

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

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