ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 29-Sep-2011

Day Change Summary
	Previous	Current
	28-Sep-2011	29-Sep-2011	Change	Change %	Previous Week
Open	129-090	129-010	-0-080	-0.2%	129-110
High	129-090	129-010	-0-080	-0.2%	131-050
Low	128-150	128-260	0-110	0.3%	129-110
Close	128-290	129-080	0-110	0.3%	130-100
Range	0-260	0-070	-0-190	-73.1%	1-260
ATR	0-160	0-153	-0-006	-4.0%	0-000
Volume	8,387	28	-8,359	-99.7%	131

Daily Pivots for day following 29-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-220	129-220	129-118
R3	129-150	129-150	129-099
R2	129-080	129-080	129-093
R1	129-080	129-080	129-086	129-080
PP	129-010	129-010	129-010	129-010
S1	129-010	129-010	129-074	129-010
S2	128-260	128-260	129-067
S3	128-190	128-260	129-061
S4	128-120	128-190	129-042

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	128-150	2-220	2.1%	0-166	0.4%	29%	False	False	1,723
10	131-050	128-150	2-220	2.1%	0-100	0.2%	29%	False	False	863
20	131-050	128-150	2-220	2.1%	0-050	0.1%	29%	False	False	432

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	129-308
2.618	129-193
1.618	129-123
1.000	129-080
0.618	129-053
HIGH	129-010
0.618	128-303
0.500	128-295
0.382	128-287
LOW	128-260
0.618	128-217
1.000	128-190
1.618	128-147
2.618	128-077
4.250	127-282

Fisher Pivots for day following 29-Sep-2011
Pivot	1 day	3 day
R1	129-045	129-060
PP	129-010	129-040
S1	128-295	129-020

Download as Excel Spreadsheet

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

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