ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 20-Sep-2011

Day Change Summary
	Previous	Current
	19-Sep-2011	20-Sep-2011	Change	Change %	Previous Week
Open	129-110	129-210	0-100	0.2%	129-220
High	129-200	129-210	0-010	0.0%	129-220
Low	129-110	129-210	0-100	0.2%	128-200
Close	129-220	129-220	0-000	0.0%	128-230
Range	0-090	0-000	-0-090	-100.0%	1-020
ATR	0-000	0-116	0-116		0-000
Volume	2	3	1	50.0%	13

Daily Pivots for day following 20-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-213	129-217	129-220
R3	129-213	129-217	129-220
R2	129-213	129-213	129-220
R1	129-217	129-217	129-220	129-215
PP	129-213	129-213	129-213	129-212
S1	129-217	129-217	129-220	129-215
S2	129-213	129-213	129-220
S3	129-213	129-217	129-220
S4	129-213	129-217	129-220

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-063	131-167	129-097
R3	131-043	130-147	129-004
R2	130-023	130-023	128-292
R1	129-127	129-127	128-261	129-065
PP	129-003	129-003	129-003	128-292
S1	128-107	128-107	128-199	128-045
S2	127-303	127-303	128-168
S3	126-283	127-087	128-136
S4	125-263	126-067	128-043

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-210	128-200	1-010	0.8%	0-018	0.0%	103%	True	False	2
10	130-000	128-200	1-120	1.1%	0-009	0.0%	77%	False	False	2

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	0-000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-210
2.618	129-210
1.618	129-210
1.000	129-210
0.618	129-210
HIGH	129-210
0.618	129-210
0.500	129-210
0.382	129-210
LOW	129-210
0.618	129-210
1.000	129-210
1.618	129-210
2.618	129-210
4.250	129-210

Fisher Pivots for day following 20-Sep-2011
Pivot	1 day	3 day
R1	129-217	129-168
PP	129-213	129-117
S1	129-210	129-065

Download as Excel Spreadsheet

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

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