ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 04-Oct-2011

Day Change Summary
	Previous	Current
	03-Oct-2011	04-Oct-2011	Change	Change %	Previous Week
Open	130-020	130-110	0-090	0.2%	129-190
High	130-160	130-160	0-000	0.0%	129-210
Low	129-300	130-050	0-070	0.2%	128-150
Close	130-110	130-100	-0-010	0.0%	129-130
Range	0-180	0-110	-0-070	-38.9%	1-060
ATR	0-165	0-161	-0-004	-2.4%	0-000
Volume	16	44	28	175.0%	8,555

Daily Pivots for day following 04-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	131-113	131-057	130-160
R3	131-003	130-267	130-130
R2	130-213	130-213	130-120
R1	130-157	130-157	130-110	130-130
PP	130-103	130-103	130-103	130-090
S1	130-047	130-047	130-090	130-020
S2	129-313	129-313	130-080
S3	129-203	129-257	130-070
S4	129-093	129-147	130-040

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	130-160	128-150	2-010	1.6%	0-132	0.3%	91%	True	False	1,705
10	131-050	128-150	2-220	2.1%	0-124	0.3%	69%	False	False	874
20	131-050	128-150	2-220	2.1%	0-066	0.2%	69%	False	False	438

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	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-308
2.618	131-128
1.618	131-018
1.000	130-270
0.618	130-228
HIGH	130-160
0.618	130-118
0.500	130-105
0.382	130-092
LOW	130-050
0.618	129-302
1.000	129-260
1.618	129-192
2.618	129-082
4.250	128-222

Fisher Pivots for day following 04-Oct-2011
Pivot	1 day	3 day
R1	130-105	130-067
PP	130-103	130-033
S1	130-102	130-000

Download as Excel Spreadsheet

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

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