ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 26-Oct-2011

Day Change Summary
	Previous	Current
	25-Oct-2011	26-Oct-2011	Change	Change %	Previous Week
Open	127-310	128-130	0-140	0.3%	127-040
High	128-130	128-130	0-000	0.0%	128-080
Low	127-300	127-270	-0-030	-0.1%	127-010
Close	128-090	127-230	-0-180	-0.4%	127-250
Range	0-150	0-180	0-030	20.0%	1-070
ATR	0-182	0-182	0-000	-0.1%	0-000
Volume	733	369	-364	-49.7%	3,895

Daily Pivots for day following 26-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-217	129-083	128-009
R3	129-037	128-223	127-280
R2	128-177	128-177	127-263
R1	128-043	128-043	127-246	128-020
PP	127-317	127-317	127-317	127-305
S1	127-183	127-183	127-214	127-160
S2	127-137	127-137	127-197
S3	126-277	127-003	127-180
S4	126-097	126-143	127-131

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	127-200	0-250	0.6%	0-122	0.3%	12%	True	False	574
10	128-130	127-010	1-120	1.1%	0-156	0.4%	50%	True	False	943
20	130-160	127-010	3-150	2.7%	0-144	0.4%	20%	False	False	609

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	130-255
2.618	129-281
1.618	129-101
1.000	128-310
0.618	128-241
HIGH	128-130
0.618	128-061
0.500	128-040
0.382	128-019
LOW	127-270
0.618	127-159
1.000	127-090
1.618	126-299
2.618	126-119
4.250	125-145

Fisher Pivots for day following 26-Oct-2011
Pivot	1 day	3 day
R1	128-040	128-020
PP	127-317	127-303
S1	127-273	127-267

Download as Excel Spreadsheet

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

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