ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 31-Oct-2011

Day Change Summary
	Previous	Current
	28-Oct-2011	31-Oct-2011	Change	Change %	Previous Week
Open	126-140	127-070	0-250	0.6%	127-280
High	127-070	128-180	1-110	1.1%	128-130
Low	126-120	127-070	0-270	0.7%	126-070
Close	127-070	128-070	1-000	0.8%	127-070
Range	0-270	1-110	0-160	59.3%	2-060
ATR	0-208	0-224	0-016	7.6%	0-000
Volume	4,073	6,602	2,529	62.1%	6,935

Daily Pivots for day following 31-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-010	131-150	128-306
R3	130-220	130-040	128-188
R2	129-110	129-110	128-149
R1	128-250	128-250	128-109	129-020
PP	128-000	128-000	128-000	128-045
S1	127-140	127-140	128-031	127-230
S2	126-210	126-210	127-311
S3	125-100	126-030	127-272
S4	123-310	124-240	127-154

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	128-180	126-070	2-110	1.8%	0-288	0.7%	85%	True	False	2,629
10	128-180	126-070	2-110	1.8%	0-200	0.5%	85%	True	False	1,707
20	130-160	126-070	4-090	3.3%	0-186	0.5%	47%	False	False	1,206
40	131-050	126-070	4-300	3.9%	0-123	0.3%	41%	False	False	821

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	134-088
2.618	132-026
1.618	130-236
1.000	129-290
0.618	129-126
HIGH	128-180
0.618	128-016
0.500	127-285
0.382	127-234
LOW	127-070
0.618	126-124
1.000	125-280
1.618	125-014
2.618	123-224
4.250	121-162

Fisher Pivots for day following 31-Oct-2011
Pivot	1 day	3 day
R1	128-035	127-302
PP	128-000	127-213
S1	127-285	127-125

Download as Excel Spreadsheet

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

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