ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 26-Sep-2011

Day Change Summary
	Previous	Current
	23-Sep-2011	26-Sep-2011	Change	Change %	Previous Week
Open	130-200	129-190	-1-010	-0.8%	129-110
High	131-050	129-190	-1-180	-1.2%	131-050
Low	130-100	129-170	-0-250	-0.6%	129-110
Close	130-100	129-200	-0-220	-0.5%	130-100
Range	0-270	0-020	-0-250	-92.6%	1-260
ATR	0-140	0-148	0-008	5.6%	0-000
Volume	115	52	-63	-54.8%	131

Daily Pivots for day following 26-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-247	129-243	129-211
R3	129-227	129-223	129-206
R2	129-207	129-207	129-204
R1	129-203	129-203	129-202	129-205
PP	129-187	129-187	129-187	129-188
S1	129-183	129-183	129-198	129-185
S2	129-167	129-167	129-196
S3	129-147	129-163	129-194
S4	129-127	129-143	129-189

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	135-227	134-263	131-099
R3	133-287	133-003	130-260
R2	132-027	132-027	130-206
R1	131-063	131-063	130-153	131-205
PP	130-087	130-087	130-087	130-158
S1	129-123	129-123	130-047	129-265
S2	128-147	128-147	129-314
S3	126-207	127-183	129-260
S4	124-267	125-243	129-101

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-050	129-170	1-200	1.3%	0-074	0.2%	6%	False	True	36
10	131-050	128-200	2-170	2.0%	0-046	0.1%	40%	False	False	19

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	0-010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	129-275
2.618	129-242
1.618	129-222
1.000	129-210
0.618	129-202
HIGH	129-190
0.618	129-182
0.500	129-180
0.382	129-178
LOW	129-170
0.618	129-158
1.000	129-150
1.618	129-138
2.618	129-118
4.250	129-085

Fisher Pivots for day following 26-Sep-2011
Pivot	1 day	3 day
R1	129-193	130-110
PP	129-187	130-033
S1	129-180	129-277

Download as Excel Spreadsheet

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

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