ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 09-Jan-2012

Day Change Summary
	Previous	Current
	06-Jan-2012	09-Jan-2012	Change	Change %	Previous Week
Open	130-160	130-240	0-080	0.2%	130-195
High	130-285	131-040	0-075	0.2%	130-285
Low	130-030	130-185	0-155	0.4%	130-030
Close	130-240	130-275	0-035	0.1%	130-240
Range	0-255	0-175	-0-080	-31.4%	0-255
ATR	0-211	0-209	-0-003	-1.2%	0-000
Volume	915,615	519,705	-395,910	-43.2%	3,127,181

Daily Pivots for day following 09-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-158	132-072	131-051
R3	131-303	131-217	131-003
R2	131-128	131-128	130-307
R1	131-042	131-042	130-291	131-085
PP	130-273	130-273	130-273	130-295
S1	130-187	130-187	130-259	130-230
S2	130-098	130-098	130-243
S3	129-243	130-012	130-227
S4	129-068	129-157	130-179

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-310	132-210	131-060
R3	132-055	131-275	130-310
R2	131-120	131-120	130-287
R1	131-020	131-020	130-263	131-070
PP	130-185	130-185	130-185	130-210
S1	130-085	130-085	130-217	130-135
S2	129-250	129-250	130-193
S3	128-315	129-150	130-170
S4	128-060	128-215	130-100

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-040	130-030	1-010	0.8%	0-185	0.4%	74%	True	False	729,377
10	131-075	129-250	1-145	1.1%	0-186	0.4%	74%	False	False	498,321
20	131-140	129-210	1-250	1.4%	0-196	0.5%	68%	False	False	586,950
40	131-140	128-200	2-260	2.1%	0-216	0.5%	79%	False	False	511,688
60	131-140	126-070	5-070	4.0%	0-218	0.5%	89%	False	False	342,016
80	131-140	126-070	5-070	4.0%	0-192	0.5%	89%	False	False	256,654

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	0-052
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-144
2.618	132-178
1.618	132-003
1.000	131-215
0.618	131-148
HIGH	131-040
0.618	130-293
0.500	130-272
0.382	130-252
LOW	130-185
0.618	130-077
1.000	130-010
1.618	129-222
2.618	129-047
4.250	128-081

Fisher Pivots for day following 09-Jan-2012
Pivot	1 day	3 day
R1	130-274	130-248
PP	130-273	130-222
S1	130-272	130-195

Download as Excel Spreadsheet

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

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