ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 31-Oct-2011

Day Change Summary
	Previous	Current
	28-Oct-2011	31-Oct-2011	Change	Change %	Previous Week
Open	121-080	121-300	0-220	0.6%	121-180
High	121-160	122-000	0-160	0.4%	121-250
Low	121-080	121-290	0-210	0.5%	121-030
Close	121-190	122-040	0-170	0.4%	121-190
Range	0-080	0-030	-0-050	-62.5%	0-220
ATR	0-065	0-070	0-005	7.1%	0-000
Volume	3,799	1,151	-2,648	-69.7%	9,470

Daily Pivots for day following 31-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-093	122-097	122-056
R3	122-063	122-067	122-048
R2	122-033	122-033	122-046
R1	122-037	122-037	122-043	122-035
PP	122-003	122-003	122-003	122-002
S1	122-007	122-007	122-037	122-005
S2	121-293	121-293	122-034
S3	121-263	121-297	122-032
S4	121-233	121-267	122-024

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-177	123-083	121-311
R3	122-277	122-183	121-250
R2	122-057	122-057	121-230
R1	121-283	121-283	121-210	122-010
PP	121-157	121-157	121-157	121-180
S1	121-063	121-063	121-170	121-110
S2	120-257	120-257	121-150
S3	120-037	120-163	121-130
S4	119-137	119-263	121-069

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-000	121-030	0-290	0.7%	0-050	0.1%	114%	True	False	2,085
10	122-000	121-030	0-290	0.7%	0-026	0.1%	114%	True	False	1,076

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	0-001
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-128
2.618	122-079
1.618	122-049
1.000	122-030
0.618	122-019
HIGH	122-000
0.618	121-309
0.500	121-305
0.382	121-301
LOW	121-290
0.618	121-271
1.000	121-260
1.618	121-241
2.618	121-211
4.250	121-162

Fisher Pivots for day following 31-Oct-2011
Pivot	1 day	3 day
R1	122-022	121-298
PP	122-003	121-237
S1	121-305	121-175

Download as Excel Spreadsheet

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

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