ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 20-Oct-2011

Day Change Summary
	Previous	Current
	19-Oct-2011	20-Oct-2011	Change	Change %	Previous Week
Open	127-250	127-260	0-010	0.0%	127-230
High	128-030	128-080	0-050	0.1%	127-240
Low	127-190	127-200	0-010	0.0%	127-010
Close	128-000	127-280	-0-040	-0.1%	127-100
Range	0-160	0-200	0-040	25.0%	0-230
ATR	0-193	0-193	0-001	0.3%	0-000
Volume	1,796	1,215	-581	-32.3%	5,995

Daily Pivots for day following 20-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-253	129-147	128-070
R3	129-053	128-267	128-015
R2	128-173	128-173	127-317
R1	128-067	128-067	127-298	128-120
PP	127-293	127-293	127-293	128-000
S1	127-187	127-187	127-262	127-240
S2	127-093	127-093	127-243
S3	126-213	126-307	127-225
S4	126-013	126-107	127-170

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	128-080	127-010	1-070	1.0%	0-194	0.5%	69%	True	False	848
10	128-100	127-010	1-090	1.0%	0-178	0.4%	66%	False	False	1,000
20	131-050	127-010	4-040	3.2%	0-162	0.4%	20%	False	False	955

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	130-290
2.618	129-284
1.618	129-084
1.000	128-280
0.618	128-204
HIGH	128-080
0.618	128-004
0.500	127-300
0.382	127-276
LOW	127-200
0.618	127-076
1.000	127-000
1.618	126-196
2.618	125-316
4.250	124-310

Fisher Pivots for day following 20-Oct-2011
Pivot	1 day	3 day
R1	127-300	127-295
PP	127-293	127-290
S1	127-287	127-285

Download as Excel Spreadsheet

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

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