ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 28-Oct-2011

Day Change Summary
	Previous	Current
	27-Oct-2011	28-Oct-2011	Change	Change %	Previous Week
Open	127-160	126-140	-1-020	-0.8%	127-280
High	127-160	127-070	-0-090	-0.2%	128-130
Low	126-070	126-120	0-050	0.1%	126-070
Close	126-120	127-070	0-270	0.7%	127-070
Range	1-090	0-270	-0-140	-34.1%	2-060
ATR	0-203	0-208	0-005	2.3%	0-000
Volume	1,372	4,073	2,701	196.9%	6,935

Daily Pivots for day following 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-150	129-060	127-218
R3	128-200	128-110	127-144
R2	127-250	127-250	127-120
R1	127-160	127-160	127-095	127-205
PP	126-300	126-300	126-300	127-002
S1	126-210	126-210	127-045	126-255
S2	126-030	126-030	127-020
S3	125-080	125-260	126-316
S4	124-130	124-310	126-242

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	133-270	132-230	128-135
R3	131-210	130-170	127-262
R2	129-150	129-150	127-198
R1	128-110	128-110	127-134	127-260
PP	127-090	127-090	127-090	127-005
S1	126-050	126-050	127-006	125-200
S2	125-030	125-030	126-262
S3	122-290	123-310	126-198
S4	120-230	121-250	126-005

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-130	126-070	2-060	1.7%	0-212	0.5%	46%	False	False	1,387
10	128-130	126-070	2-060	1.7%	0-184	0.5%	46%	False	False	1,083
20	130-160	126-070	4-090	3.4%	0-173	0.4%	23%	False	False	877
40	131-050	126-070	4-300	3.9%	0-112	0.3%	20%	False	False	656

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-258
2.618	129-137
1.618	128-187
1.000	128-020
0.618	127-237
HIGH	127-070
0.618	126-287
0.500	126-255
0.382	126-223
LOW	126-120
0.618	125-273
1.000	125-170
1.618	125-003
2.618	124-053
4.250	122-252

Fisher Pivots for day following 28-Oct-2011
Pivot	1 day	3 day
R1	127-025	127-100
PP	126-300	127-090
S1	126-255	127-080

Download as Excel Spreadsheet

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

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