ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 02-Nov-2011
Day Change Summary
Previous Current
01-Nov-2011 02-Nov-2011 Change Change % Previous Week
Open 128-170 129-150 0-300 0.7% 127-280
High 129-240 129-190 -0-050 -0.1% 128-130
Low 128-150 129-060 0-230 0.6% 126-070
Close 129-150 129-180 0-030 0.1% 127-070
Range 1-090 0-130 -0-280 -68.3% 2-060
ATR 0-243 0-235 -0-008 -3.3% 0-000
Volume 2,965 2,023 -942 -31.8% 6,935
Daily Pivots for day following 02-Nov-2011
Classic Woodie Camarilla DeMark
R4 130-213 130-167 129-252
R3 130-083 130-037 129-216
R2 129-273 129-273 129-204
R1 129-227 129-227 129-192 129-250
PP 129-143 129-143 129-143 129-155
S1 129-097 129-097 129-168 129-120
S2 129-013 129-013 129-156
S3 128-203 128-287 129-144
S4 128-073 128-157 129-108
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
5 129-240 126-070 3-170 2.7% 1-010 0.8% 95% False False 3,407
10 129-240 126-070 3-170 2.7% 0-226 0.5% 95% False False 1,990
20 129-240 126-070 3-170 2.7% 0-198 0.5% 95% False False 1,452
40 131-050 126-070 4-300 3.8% 0-137 0.3% 68% False False 946
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 131-102
2.618 130-210
1.618 130-080
1.000 130-000
0.618 129-270
HIGH 129-190
0.618 129-140
0.500 129-125
0.382 129-110
LOW 129-060
0.618 128-300
1.000 128-250
1.618 128-170
2.618 128-040
4.250 127-148
Fisher Pivots for day following 02-Nov-2011
Pivot 1 day 3 day
R1 129-162 129-065
PP 129-143 128-270
S1 129-125 128-155

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

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