ECBOT 10 Year T-Note Future March 2012

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

Day Change Summary
	Previous	Current
	08-Feb-2012	09-Feb-2012	Change	Change %	Previous Week
Open	131-030	131-015	-0-015	0.0%	131-230
High	131-070	131-065	-0-005	0.0%	132-110
Low	130-280	130-180	-0-100	-0.2%	131-095
Close	131-030	130-250	-0-100	-0.2%	131-105
Range	0-110	0-205	0-095	86.4%	1-015
ATR	0-201	0-201	0-000	0.1%	0-000
Volume	929,954	1,262,237	332,283	35.7%	5,284,120

Daily Pivots for day following 09-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-247	132-133	131-043
R3	132-042	131-248	130-306
R2	131-157	131-157	130-288
R1	131-043	131-043	130-269	130-318
PP	130-272	130-272	130-272	130-249
S1	130-158	130-158	130-231	130-112
S2	130-067	130-067	130-212
S3	129-182	129-273	130-194
S4	128-297	129-068	130-137

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-255	134-035	131-289
R3	133-240	133-020	131-197
R2	132-225	132-225	131-166
R1	132-005	132-005	131-136	131-268
PP	131-210	131-210	131-210	131-181
S1	130-310	130-310	131-074	130-252
S2	130-195	130-195	131-044
S3	129-180	129-295	131-013
S4	128-165	128-280	130-241

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-105	130-180	1-245	1.4%	0-205	0.5%	12%	False	True	1,043,456
10	132-110	130-180	1-250	1.4%	0-184	0.4%	12%	False	True	1,022,247
20	132-110	129-260	2-170	1.9%	0-204	0.5%	38%	False	False	1,029,607
40	132-110	129-250	2-180	2.0%	0-197	0.5%	39%	False	False	816,337
60	132-110	128-200	3-230	2.8%	0-209	0.5%	58%	False	False	711,125
80	132-110	126-070	6-040	4.7%	0-214	0.5%	74%	False	False	534,101
100	132-110	126-070	6-040	4.7%	0-198	0.5%	74%	False	False	427,434

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-044
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-296
2.618	132-282
1.618	132-077
1.000	131-270
0.618	131-192
HIGH	131-065
0.618	130-307
0.500	130-282
0.382	130-258
LOW	130-180
0.618	130-053
1.000	129-295
1.618	129-168
2.618	128-283
4.250	127-269

Fisher Pivots for day following 09-Feb-2012
Pivot	1 day	3 day
R1	130-282	131-040
PP	130-272	131-003
S1	130-261	130-287

Download as Excel Spreadsheet

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

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