ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 18-Oct-2011

Day Change Summary
	Previous	Current
	17-Oct-2011	18-Oct-2011	Change	Change %	Previous Week
Open	127-040	127-270	0-230	0.6%	127-230
High	127-280	128-070	0-110	0.3%	127-240
Low	127-010	127-270	0-260	0.6%	127-010
Close	127-280	128-000	0-040	0.1%	127-100
Range	0-270	0-120	-0-150	-55.6%	0-230
ATR	0-201	0-195	-0-006	-2.9%	0-000
Volume	353	362	9	2.5%	5,995

Daily Pivots for day following 18-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-047	128-303	128-066
R3	128-247	128-183	128-033
R2	128-127	128-127	128-022
R1	128-063	128-063	128-011	128-095
PP	128-007	128-007	128-007	128-022
S1	127-263	127-263	127-309	127-295
S2	127-207	127-207	127-298
S3	127-087	127-143	127-287
S4	126-287	127-023	127-254

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	128-070	127-010	1-060	0.9%	0-192	0.5%	82%	True	False	1,057
10	130-020	127-010	3-010	2.4%	0-172	0.4%	32%	False	False	737
20	131-050	127-010	4-040	3.2%	0-148	0.4%	23%	False	False	805

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-004
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	129-260
2.618	129-064
1.618	128-264
1.000	128-190
0.618	128-144
HIGH	128-070
0.618	128-024
0.500	128-010
0.382	127-316
LOW	127-270
0.618	127-196
1.000	127-150
1.618	127-076
2.618	126-276
4.250	126-080

Fisher Pivots for day following 18-Oct-2011
Pivot	1 day	3 day
R1	128-010	127-280
PP	128-007	127-240
S1	128-003	127-200

Download as Excel Spreadsheet

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

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