ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 14-Oct-2011

Day Change Summary
	Previous	Current
	13-Oct-2011	14-Oct-2011	Change	Change %	Previous Week
Open	127-070	127-240	0-170	0.4%	127-230
High	127-240	127-240	0-000	0.0%	127-240
Low	127-060	127-020	-0-040	-0.1%	127-010
Close	127-200	127-100	-0-100	-0.2%	127-100
Range	0-180	0-220	0-040	22.2%	0-230
ATR	0-194	0-196	0-002	1.0%	0-000
Volume	3,538	516	-3,022	-85.4%	5,995

Daily Pivots for day following 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-140	129-020	127-221
R3	128-240	128-120	127-160
R2	128-020	128-020	127-140
R1	127-220	127-220	127-120	127-170
PP	127-120	127-120	127-120	127-095
S1	127-000	127-000	127-080	126-270
S2	126-220	126-220	127-060
S3	126-000	126-100	127-040
S4	125-100	125-200	126-299

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-167	129-043	127-226
R3	128-257	128-133	127-163
R2	128-027	128-027	127-142
R1	127-223	127-223	127-121	127-170
PP	127-117	127-117	127-117	127-090
S1	126-313	126-313	127-079	126-260
S2	126-207	126-207	127-058
S3	125-297	126-083	127-037
S4	125-067	125-173	126-294

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-240	127-010	0-230	0.6%	0-186	0.5%	39%	True	False	1,199
10	130-160	127-010	3-150	2.7%	0-162	0.4%	8%	False	False	671
20	131-050	127-010	4-040	3.2%	0-133	0.3%	7%	False	False	770

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	130-215
2.618	129-176
1.618	128-276
1.000	128-140
0.618	128-056
HIGH	127-240
0.618	127-156
0.500	127-130
0.382	127-104
LOW	127-020
0.618	126-204
1.000	126-120
1.618	125-304
2.618	125-084
4.250	124-045

Fisher Pivots for day following 14-Oct-2011
Pivot	1 day	3 day
R1	127-130	127-125
PP	127-120	127-117
S1	127-110	127-108

Download as Excel Spreadsheet

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

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