ECBOT 5 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	121-240	121-180	-0-060	-0.2%	121-190
High	121-240	121-190	-0-050	-0.1%	121-240
Low	121-240	121-180	-0-060	-0.2%	121-190
Close	121-240	121-190	-0-050	-0.1%	121-240
Range	0-000	0-010	0-010		0-050
ATR
Volume	52	196	144	276.9%	142

Daily Pivots for day following 24-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-217	121-213	121-196
R3	121-207	121-203	121-193
R2	121-197	121-197	121-192
R1	121-193	121-193	121-191	121-195
PP	121-187	121-187	121-187	121-188
S1	121-183	121-183	121-189	121-185
S2	121-177	121-177	121-188
S3	121-167	121-173	121-187
S4	121-157	121-163	121-184

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-053	122-037	121-268
R3	122-003	121-307	121-254
R2	121-273	121-273	121-249
R1	121-257	121-257	121-245	121-265
PP	121-223	121-223	121-223	121-228
S1	121-207	121-207	121-235	121-215
S2	121-173	121-173	121-231
S3	121-123	121-157	121-226
S4	121-073	121-107	121-212

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-240	121-180	0-060	0.2%	0-002	0.0%	17%	False	True	67
10	121-240	121-040	0-200	0.5%	0-001	0.0%	75%	False	False	36

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	121-232
2.618	121-216
1.618	121-206
1.000	121-200
0.618	121-196
HIGH	121-190
0.618	121-186
0.500	121-185
0.382	121-184
LOW	121-180
0.618	121-174
1.000	121-170
1.618	121-164
2.618	121-154
4.250	121-138

Fisher Pivots for day following 24-Oct-2011
Pivot	1 day	3 day
R1	121-188	121-210
PP	121-187	121-203
S1	121-185	121-197

Download as Excel Spreadsheet

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

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