ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 09-Nov-2011

Day Change Summary
	Previous	Current
	08-Nov-2011	09-Nov-2011	Change	Change %	Previous Week
Open	129-210	129-070	-0-140	-0.3%	127-070
High	129-240	130-090	0-170	0.4%	130-030
Low	129-060	129-070	0-010	0.0%	127-070
Close	129-090	130-020	0-250	0.6%	129-150
Range	0-180	1-020	0-160	88.9%	2-280
ATR	0-232	0-240	0-008	3.3%	0-000
Volume	2,387	7,472	5,085	213.0%	22,515

Daily Pivots for day following 09-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	133-013	132-197	130-207
R3	131-313	131-177	130-114
R2	130-293	130-293	130-082
R1	130-157	130-157	130-051	130-225
PP	129-273	129-273	129-273	129-308
S1	129-137	129-137	129-309	129-205
S2	128-253	128-253	129-278
S3	127-233	128-117	129-246
S4	126-213	127-097	129-153

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	130-090	128-300	1-110	1.0%	0-246	0.6%	84%	True	False	5,395
10	130-090	126-070	4-020	3.1%	0-288	0.7%	95%	True	False	4,401
20	130-090	126-070	4-020	3.1%	0-222	0.5%	95%	True	False	2,672
40	131-050	126-070	4-300	3.8%	0-168	0.4%	78%	False	False	1,620

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	134-255
2.618	133-020
1.618	132-000
1.000	131-110
0.618	130-300
HIGH	130-090
0.618	129-280
0.500	129-240
0.382	129-200
LOW	129-070
0.618	128-180
1.000	128-050
1.618	127-160
2.618	126-140
4.250	124-225

Fisher Pivots for day following 09-Nov-2011
Pivot	1 day	3 day
R1	129-307	129-305
PP	129-273	129-270
S1	129-240	129-235

Download as Excel Spreadsheet

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

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