ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 18-Nov-2011

Day Change Summary
	Previous	Current
	17-Nov-2011	18-Nov-2011	Change	Change %	Previous Week
Open	130-000	130-060	0-060	0.1%	128-310
High	130-090	130-080	-0-010	0.0%	130-090
Low	129-180	129-150	-0-030	-0.1%	128-310
Close	130-050	129-190	-0-180	-0.4%	129-190
Range	0-230	0-250	0-020	8.7%	1-100
ATR	0-232	0-234	0-001	0.5%	0-000
Volume	14,161	18,167	4,006	28.3%	45,272

Daily Pivots for day following 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-037	131-203	130-008
R3	131-107	130-273	129-259
R2	130-177	130-177	129-236
R1	130-023	130-023	129-213	129-295
PP	129-247	129-247	129-247	129-222
S1	129-093	129-093	129-167	129-045
S2	128-317	128-317	129-144
S3	128-067	128-163	129-121
S4	127-137	127-233	129-052

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	133-177	132-283	130-101
R3	132-077	131-183	129-306
R2	130-297	130-297	129-267
R1	130-083	130-083	129-228	130-190
PP	129-197	129-197	129-197	129-250
S1	128-303	128-303	129-152	129-090
S2	128-097	128-097	129-113
S3	126-317	127-203	129-074
S4	125-217	126-103	128-279

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-090	128-310	1-100	1.0%	0-210	0.5%	48%	False	False	9,054
10	130-090	128-300	1-110	1.0%	0-226	0.5%	49%	False	False	7,250
20	130-090	126-070	4-020	3.1%	0-241	0.6%	83%	False	False	5,097
40	130-160	126-070	4-090	3.3%	0-196	0.5%	79%	False	False	3,028

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-031
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	133-182
2.618	132-094
1.618	131-164
1.000	131-010
0.618	130-234
HIGH	130-080
0.618	129-304
0.500	129-275
0.382	129-246
LOW	129-150
0.618	128-316
1.000	128-220
1.618	128-066
2.618	127-136
4.250	126-048

Fisher Pivots for day following 18-Nov-2011
Pivot	1 day	3 day
R1	129-275	129-280
PP	129-247	129-250
S1	129-218	129-220

Download as Excel Spreadsheet

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

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