ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 19-Oct-2011

Day Change Summary
	Previous	Current
	18-Oct-2011	19-Oct-2011	Change	Change %	Previous Week
Open	127-270	127-250	-0-020	0.0%	127-230
High	128-070	128-030	-0-040	-0.1%	127-240
Low	127-270	127-190	-0-080	-0.2%	127-010
Close	128-000	128-000	0-000	0.0%	127-100
Range	0-120	0-160	0-040	33.3%	0-230
ATR	0-195	0-193	-0-003	-1.3%	0-000
Volume	362	1,796	1,434	396.1%	5,995

Daily Pivots for day following 19-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-127	129-063	128-088
R3	128-287	128-223	128-044
R2	128-127	128-127	128-029
R1	128-063	128-063	128-015	128-095
PP	127-287	127-287	127-287	127-302
S1	127-223	127-223	127-305	127-255
S2	127-127	127-127	127-291
S3	126-287	127-063	127-276
S4	126-127	126-223	127-232

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%	0-190	0.5%	82%	False	False	1,313
10	129-080	127-010	2-070	1.7%	0-169	0.4%	44%	False	False	915
20	131-050	127-010	4-040	3.2%	0-156	0.4%	23%	False	False	895

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-070
2.618	129-129
1.618	128-289
1.000	128-190
0.618	128-129
HIGH	128-030
0.618	127-289
0.500	127-270
0.382	127-251
LOW	127-190
0.618	127-091
1.000	127-030
1.618	126-251
2.618	126-091
4.250	125-150

Fisher Pivots for day following 19-Oct-2011
Pivot	1 day	3 day
R1	127-303	127-280
PP	127-287	127-240
S1	127-270	127-200

Download as Excel Spreadsheet

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

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