ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 10-Nov-2011

Day Change Summary
	Previous	Current
	09-Nov-2011	10-Nov-2011	Change	Change %	Previous Week
Open	129-070	129-290	0-220	0.5%	127-070
High	130-090	130-040	-0-050	-0.1%	130-030
Low	129-070	129-050	-0-020	0.0%	127-070
Close	130-020	129-190	-0-150	-0.4%	129-150
Range	1-020	0-310	-0-030	-8.8%	2-280
ATR	0-240	0-245	0-005	2.1%	0-000
Volume	7,472	4,861	-2,611	-34.9%	22,515

Daily Pivots for day following 10-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-170	132-010	130-040
R3	131-180	131-020	129-275
R2	130-190	130-190	129-247
R1	130-030	130-030	129-218	129-275
PP	129-200	129-200	129-200	129-162
S1	129-040	129-040	129-162	128-285
S2	128-210	128-210	129-133
S3	127-220	128-050	129-105
S4	126-230	127-060	129-020

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%	0-244	0.6%	49%	False	False	5,824
10	130-090	126-120	3-290	3.0%	0-278	0.7%	82%	False	False	4,750
20	130-090	126-070	4-020	3.1%	0-228	0.6%	83%	False	False	2,738
40	131-050	126-070	4-300	3.8%	0-175	0.4%	68%	False	False	1,741

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	0-034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-078
2.618	132-212
1.618	131-222
1.000	131-030
0.618	130-232
HIGH	130-040
0.618	129-242
0.500	129-205
0.382	129-168
LOW	129-050
0.618	128-178
1.000	128-060
1.618	127-188
2.618	126-198
4.250	125-012

Fisher Pivots for day following 10-Nov-2011
Pivot	1 day	3 day
R1	129-205	129-230
PP	129-200	129-217
S1	129-195	129-203

Download as Excel Spreadsheet

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

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