ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 06-Feb-2012

Day Change Summary
	Previous	Current
	03-Feb-2012	06-Feb-2012	Change	Change %	Previous Week
Open	132-030	131-110	-0-240	-0.6%	131-240
High	132-050	131-160	-0-210	-0.5%	132-050
Low	131-030	131-050	0-020	0.0%	131-030
Close	131-030	131-150	0-120	0.3%	131-030
Range	1-020	0-110	-0-230	-67.6%	1-020
ATR	0-162	0-159	-0-002	-1.4%	0-000
Volume	7,315	9,512	2,197	30.0%	25,961

Daily Pivots for day following 06-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-130	132-090	131-210
R3	132-020	131-300	131-180
R2	131-230	131-230	131-170
R1	131-190	131-190	131-160	131-210
PP	131-120	131-120	131-120	131-130
S1	131-080	131-080	131-140	131-100
S2	131-010	131-010	131-130
S3	130-220	130-290	131-120
S4	130-110	130-180	131-090

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-203	133-297	131-217
R3	133-183	132-277	131-124
R2	132-163	132-163	131-092
R1	131-257	131-257	131-061	131-200
PP	131-143	131-143	131-143	131-115
S1	130-237	130-237	130-319	130-180
S2	130-123	130-123	130-288
S3	129-103	129-217	130-256
S4	128-083	128-197	130-163

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-050	131-030	1-020	0.8%	0-152	0.4%	35%	False	False	6,526
10	132-050	129-180	2-190	2.0%	0-170	0.4%	73%	False	False	4,093
20	132-050	129-160	2-210	2.0%	0-146	0.3%	74%	False	False	2,179

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-308
2.618	132-128
1.618	132-018
1.000	131-270
0.618	131-228
HIGH	131-160
0.618	131-118
0.500	131-105
0.382	131-092
LOW	131-050
0.618	130-302
1.000	130-260
1.618	130-192
2.618	130-082
4.250	129-222

Fisher Pivots for day following 06-Feb-2012
Pivot	1 day	3 day
R1	131-135	131-200
PP	131-120	131-183
S1	131-105	131-167

Download as Excel Spreadsheet

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

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