ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 02-Nov-2011

Day Change Summary
	Previous	Current
	01-Nov-2011	02-Nov-2011	Change	Change %	Previous Week
Open	128-170	129-150	0-300	0.7%	127-280
High	129-240	129-190	-0-050	-0.1%	128-130
Low	128-150	129-060	0-230	0.6%	126-070
Close	129-150	129-180	0-030	0.1%	127-070
Range	1-090	0-130	-0-280	-68.3%	2-060
ATR	0-243	0-235	-0-008	-3.3%	0-000
Volume	2,965	2,023	-942	-31.8%	6,935

Daily Pivots for day following 02-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	130-213	130-167	129-252
R3	130-083	130-037	129-216
R2	129-273	129-273	129-204
R1	129-227	129-227	129-192	129-250
PP	129-143	129-143	129-143	129-155
S1	129-097	129-097	129-168	129-120
S2	129-013	129-013	129-156
S3	128-203	128-287	129-144
S4	128-073	128-157	129-108

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	129-240	126-070	3-170	2.7%	1-010	0.8%	95%	False	False	3,407
10	129-240	126-070	3-170	2.7%	0-226	0.5%	95%	False	False	1,990
20	129-240	126-070	3-170	2.7%	0-198	0.5%	95%	False	False	1,452
40	131-050	126-070	4-300	3.8%	0-137	0.3%	68%	False	False	946

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	131-102
2.618	130-210
1.618	130-080
1.000	130-000
0.618	129-270
HIGH	129-190
0.618	129-140
0.500	129-125
0.382	129-110
LOW	129-060
0.618	128-300
1.000	128-250
1.618	128-170
2.618	128-040
4.250	127-148

Fisher Pivots for day following 02-Nov-2011
Pivot	1 day	3 day
R1	129-162	129-065
PP	129-143	128-270
S1	129-125	128-155

Download as Excel Spreadsheet

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

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