ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 25-Oct-2011

Day Change Summary
	Previous	Current
	24-Oct-2011	25-Oct-2011	Change	Change %	Previous Week
Open	127-280	127-310	0-030	0.1%	127-040
High	127-280	128-130	0-170	0.4%	128-080
Low	127-230	127-300	0-070	0.2%	127-010
Close	127-150	128-090	0-260	0.6%	127-250
Range	0-050	0-150	0-100	200.0%	1-070
ATR	0-173	0-182	0-009	5.2%	0-000
Volume	388	733	345	88.9%	3,895

Daily Pivots for day following 25-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-197	129-133	128-172
R3	129-047	128-303	128-131
R2	128-217	128-217	128-118
R1	128-153	128-153	128-104	128-185
PP	128-067	128-067	128-067	128-082
S1	128-003	128-003	128-076	128-035
S2	127-237	127-237	128-062
S3	127-087	127-173	128-049
S4	126-257	127-023	128-008

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	128-130	127-190	0-260	0.6%	0-118	0.3%	85%	True	False	860
10	128-130	127-010	1-120	1.1%	0-155	0.4%	91%	True	False	958
20	130-160	127-010	3-150	2.7%	0-148	0.4%	36%	False	False	1,010

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	0-017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	130-128
2.618	129-203
1.618	129-053
1.000	128-280
0.618	128-223
HIGH	128-130
0.618	128-073
0.500	128-055
0.382	128-037
LOW	127-300
0.618	127-207
1.000	127-150
1.618	127-057
2.618	126-227
4.250	125-302

Fisher Pivots for day following 25-Oct-2011
Pivot	1 day	3 day
R1	128-078	128-067
PP	128-067	128-043
S1	128-055	128-020

Download as Excel Spreadsheet

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

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