ECBOT 5 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	121-300	122-230	0-250	0.6%	121-180
High	122-000	122-230	0-230	0.6%	121-250
Low	121-290	122-160	0-190	0.5%	121-030
Close	122-040	122-190	0-150	0.4%	121-190
Range	0-030	0-070	0-040	133.3%	0-220
ATR	0-070	0-079	0-009	12.2%	0-000
Volume	1,151	2,462	1,311	113.9%	9,470

Daily Pivots for day following 01-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-083	123-047	122-228
R3	123-013	122-297	122-209
R2	122-263	122-263	122-203
R1	122-227	122-227	122-196	122-210
PP	122-193	122-193	122-193	122-185
S1	122-157	122-157	122-184	122-140
S2	122-123	122-123	122-177
S3	122-053	122-087	122-171
S4	121-303	122-017	122-152

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	122-230	121-030	1-200	1.3%	0-064	0.2%	92%	True	False	2,386
10	122-230	121-030	1-200	1.3%	0-033	0.1%	92%	True	False	1,322

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	0-001
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-208
2.618	123-093
1.618	123-023
1.000	122-300
0.618	122-273
HIGH	122-230
0.618	122-203
0.500	122-195
0.382	122-187
LOW	122-160
0.618	122-117
1.000	122-090
1.618	122-047
2.618	121-297
4.250	121-182

Fisher Pivots for day following 01-Nov-2011
Pivot	1 day	3 day
R1	122-195	122-125
PP	122-193	122-060
S1	122-192	121-315

Download as Excel Spreadsheet

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

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