ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 22-Nov-2011

Day Change Summary
	Previous	Current
	21-Nov-2011	22-Nov-2011	Change	Change %	Previous Week
Open	129-230	130-000	0-090	0.2%	128-310
High	130-020	130-070	0-050	0.1%	130-090
Low	129-230	129-220	-0-010	0.0%	128-310
Close	129-290	130-040	0-070	0.2%	129-190
Range	0-110	0-170	0-060	54.5%	1-100
ATR	0-228	0-224	-0-004	-1.8%	0-000
Volume	9,493	79,323	69,830	735.6%	45,272

Daily Pivots for day following 22-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	131-193	131-127	130-134
R3	131-023	130-277	130-087
R2	130-173	130-173	130-071
R1	130-107	130-107	130-056	130-140
PP	130-003	130-003	130-003	130-020
S1	129-257	129-257	130-024	129-290
S2	129-153	129-153	130-009
S3	128-303	129-087	129-313
S4	128-133	128-237	129-266

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	129-150	0-260	0.6%	0-176	0.4%	81%	False	False	25,413
10	130-090	128-300	1-110	1.0%	0-218	0.5%	88%	False	False	15,274
20	130-090	126-070	4-020	3.1%	0-245	0.6%	96%	False	False	9,482
40	130-160	126-070	4-090	3.3%	0-197	0.5%	91%	False	False	5,246

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-152
2.618	131-195
1.618	131-025
1.000	130-240
0.618	130-175
HIGH	130-070
0.618	130-005
0.500	129-305
0.382	129-285
LOW	129-220
0.618	129-115
1.000	129-050
1.618	128-265
2.618	128-095
4.250	127-138

Fisher Pivots for day following 22-Nov-2011
Pivot	1 day	3 day
R1	130-022	130-012
PP	130-003	129-303
S1	129-305	129-275

Download as Excel Spreadsheet

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

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