ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 30-Sep-2011

Day Change Summary
	Previous	Current
	29-Sep-2011	30-Sep-2011	Change	Change %	Previous Week
Open	129-010	129-160	0-150	0.4%	129-190
High	129-010	129-200	0-190	0.5%	129-210
Low	128-260	129-160	0-220	0.5%	128-150
Close	129-080	129-130	0-050	0.1%	129-130
Range	0-070	0-040	-0-030	-42.9%	1-060
ATR	0-153	0-151	-0-002	-1.6%	0-000
Volume	28	53	25	89.3%	8,555

Daily Pivots for day following 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-283	129-247	129-152
R3	129-243	129-207	129-141
R2	129-203	129-203	129-137
R1	129-167	129-167	129-134	129-165
PP	129-163	129-163	129-163	129-162
S1	129-127	129-127	129-126	129-125
S2	129-123	129-123	129-123
S3	129-083	129-087	129-119
S4	129-043	129-047	129-108

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-237	132-083	130-019
R3	131-177	131-023	129-234
R2	130-117	130-117	129-200
R1	129-283	129-283	129-165	129-170
PP	129-057	129-057	129-057	129-000
S1	128-223	128-223	129-095	128-110
S2	127-317	127-317	129-060
S3	126-257	127-163	129-026
S4	125-197	126-103	128-241

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-210	128-150	1-060	0.9%	0-120	0.3%	79%	False	False	1,711
10	131-050	128-150	2-220	2.1%	0-104	0.3%	35%	False	False	868
20	131-050	128-150	2-220	2.1%	0-052	0.1%	35%	False	False	435

Crabel Price Patterns
NR	True
NR4	True
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	0-011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	130-050
2.618	129-305
1.618	129-265
1.000	129-240
0.618	129-225
HIGH	129-200
0.618	129-185
0.500	129-180
0.382	129-175
LOW	129-160
0.618	129-135
1.000	129-120
1.618	129-095
2.618	129-055
4.250	128-310

Fisher Pivots for day following 30-Sep-2011
Pivot	1 day	3 day
R1	129-180	129-092
PP	129-163	129-053
S1	129-147	129-015

Download as Excel Spreadsheet

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

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