ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 04-Nov-2011

Day Change Summary
	Previous	Current
	03-Nov-2011	04-Nov-2011	Change	Change %	Previous Week
Open	129-280	129-060	-0-220	-0.5%	127-070
High	130-030	129-190	-0-160	-0.4%	130-030
Low	129-030	128-300	-0-050	-0.1%	127-070
Close	129-090	129-150	0-060	0.1%	129-150
Range	1-000	0-210	-0-110	-34.4%	2-280
ATR	0-241	0-239	-0-002	-0.9%	0-000
Volume	2,716	8,209	5,493	202.2%	22,515

Daily Pivots for day following 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	131-097	131-013	129-266
R3	130-207	130-123	129-208
R2	129-317	129-317	129-188
R1	129-233	129-233	129-169	129-275
PP	129-107	129-107	129-107	129-128
S1	129-023	129-023	129-131	129-065
S2	128-217	128-217	129-112
S3	128-007	128-133	129-092
S4	127-117	127-243	129-034

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	137-177	136-123	131-016
R3	134-217	133-163	130-083
R2	131-257	131-257	129-319
R1	130-203	130-203	129-234	131-070
PP	128-297	128-297	128-297	129-070
S1	127-243	127-243	129-066	128-110
S2	126-017	126-017	128-301
S3	123-057	124-283	128-217
S4	120-097	122-003	127-284

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-030	127-070	2-280	2.2%	0-300	0.7%	78%	False	False	4,503
10	130-030	126-070	3-280	3.0%	0-256	0.6%	84%	False	False	2,945
20	130-030	126-070	3-280	3.0%	0-214	0.5%	84%	False	False	1,967
40	131-050	126-070	4-300	3.8%	0-150	0.4%	66%	False	False	1,219

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-122
2.618	131-100
1.618	130-210
1.000	130-080
0.618	130-000
HIGH	129-190
0.618	129-110
0.500	129-085
0.382	129-060
LOW	128-300
0.618	128-170
1.000	128-090
1.618	127-280
2.618	127-070
4.250	126-048

Fisher Pivots for day following 04-Nov-2011
Pivot	1 day	3 day
R1	129-128	129-165
PP	129-107	129-160
S1	129-085	129-155

Download as Excel Spreadsheet

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

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