ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 31-Oct-2011
Day Change Summary
Previous Current
28-Oct-2011 31-Oct-2011 Change Change % Previous Week
Open 126-140 127-070 0-250 0.6% 127-280
High 127-070 128-180 1-110 1.1% 128-130
Low 126-120 127-070 0-270 0.7% 126-070
Close 127-070 128-070 1-000 0.8% 127-070
Range 0-270 1-110 0-160 59.3% 2-060
ATR 0-208 0-224 0-016 7.6% 0-000
Volume 4,073 6,602 2,529 62.1% 6,935
Daily Pivots for day following 31-Oct-2011
Classic Woodie Camarilla DeMark
R4 132-010 131-150 128-306
R3 130-220 130-040 128-188
R2 129-110 129-110 128-149
R1 128-250 128-250 128-109 129-020
PP 128-000 128-000 128-000 128-045
S1 127-140 127-140 128-031 127-230
S2 126-210 126-210 127-311
S3 125-100 126-030 127-272
S4 123-310 124-240 127-154
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 133-270 132-230 128-135
R3 131-210 130-170 127-262
R2 129-150 129-150 127-198
R1 128-110 128-110 127-134 127-260
PP 127-090 127-090 127-090 127-005
S1 126-050 126-050 127-006 125-200
S2 125-030 125-030 126-262
S3 122-290 123-310 126-198
S4 120-230 121-250 126-005
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-180 126-070 2-110 1.8% 0-288 0.7% 85% True False 2,629
10 128-180 126-070 2-110 1.8% 0-200 0.5% 85% True False 1,707
20 130-160 126-070 4-090 3.3% 0-186 0.5% 47% False False 1,206
40 131-050 126-070 4-300 3.9% 0-123 0.3% 41% False False 821
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 134-088
2.618 132-026
1.618 130-236
1.000 129-290
0.618 129-126
HIGH 128-180
0.618 128-016
0.500 127-285
0.382 127-234
LOW 127-070
0.618 126-124
1.000 125-280
1.618 125-014
2.618 123-224
4.250 121-162
Fisher Pivots for day following 31-Oct-2011
Pivot 1 day 3 day
R1 128-035 127-302
PP 128-000 127-213
S1 127-285 127-125

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

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