ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 21-Oct-2011

Day Change Summary
	Previous	Current
	20-Oct-2011	21-Oct-2011	Change	Change %	Previous Week
Open	127-260	127-270	0-010	0.0%	127-040
High	128-080	127-270	-0-130	-0.3%	128-080
Low	127-200	127-240	0-040	0.1%	127-010
Close	127-280	127-250	-0-030	-0.1%	127-250
Range	0-200	0-030	-0-170	-85.0%	1-070
ATR	0-193	0-182	-0-011	-5.7%	0-000
Volume	1,215	169	-1,046	-86.1%	3,895

Daily Pivots for day following 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	128-023	128-007	127-266
R3	127-313	127-297	127-258
R2	127-283	127-283	127-256
R1	127-267	127-267	127-253	127-260
PP	127-253	127-253	127-253	127-250
S1	127-237	127-237	127-247	127-230
S2	127-223	127-223	127-244
S3	127-193	127-207	127-242
S4	127-163	127-177	127-234

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	131-110	130-250	128-144
R3	130-040	129-180	128-037
R2	128-290	128-290	128-002
R1	128-110	128-110	127-286	128-200
PP	127-220	127-220	127-220	127-265
S1	127-040	127-040	127-214	127-130
S2	126-150	126-150	127-178
S3	125-080	125-290	127-143
S4	124-010	124-220	127-036

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%	0-156	0.4%	62%	False	False	779
10	128-080	127-010	1-070	1.0%	0-171	0.4%	62%	False	False	989
20	130-160	127-010	3-150	2.7%	0-150	0.4%	22%	False	False	958

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	128-078
2.618	128-029
1.618	127-319
1.000	127-300
0.618	127-289
HIGH	127-270
0.618	127-259
0.500	127-255
0.382	127-251
LOW	127-240
0.618	127-221
1.000	127-210
1.618	127-191
2.618	127-161
4.250	127-112

Fisher Pivots for day following 21-Oct-2011
Pivot	1 day	3 day
R1	127-255	127-295
PP	127-253	127-280
S1	127-252	127-265

Download as Excel Spreadsheet

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

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