ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 21-Dec-2011

Day Change Summary
	Previous	Current
	20-Dec-2011	21-Dec-2011	Change	Change %	Previous Week
Open	131-105	130-200	-0-225	-0.5%	129-250
High	131-105	130-285	-0-140	-0.3%	131-110
Low	130-190	130-095	-0-095	-0.2%	129-210
Close	130-200	130-135	-0-065	-0.2%	131-055
Range	0-235	0-190	-0-045	-19.1%	1-220
ATR	0-234	0-231	-0-003	-1.3%	0-000
Volume	608,913	717,546	108,633	17.8%	3,764,266

Daily Pivots for day following 21-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-102	131-308	130-240
R3	131-232	131-118	130-187
R2	131-042	131-042	130-170
R1	130-248	130-248	130-152	130-210
PP	130-172	130-172	130-172	130-152
S1	130-058	130-058	130-118	130-020
S2	129-302	129-302	130-100
S3	129-112	129-188	130-083
S4	128-242	128-318	130-030

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	135-252	135-053	132-032
R3	134-032	133-153	131-204
R2	132-132	132-132	131-154
R1	131-253	131-253	131-104	132-032
PP	130-232	130-232	130-232	130-281
S1	130-033	130-033	131-006	130-132
S2	129-012	129-012	130-276
S3	127-112	128-133	130-226
S4	125-212	126-233	130-078

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-140	130-095	1-045	0.9%	0-205	0.5%	11%	False	True	664,084
10	131-140	129-125	2-015	1.6%	0-226	0.5%	50%	False	False	732,280
20	131-140	128-200	2-260	2.2%	0-241	0.6%	64%	False	False	745,386
40	131-140	126-070	5-070	4.0%	0-243	0.6%	81%	False	False	377,434
60	131-140	126-070	5-070	4.0%	0-211	0.5%	81%	False	False	251,959

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	0-067
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-132
2.618	132-142
1.618	131-272
1.000	131-155
0.618	131-082
HIGH	130-285
0.618	130-212
0.500	130-190
0.382	130-168
LOW	130-095
0.618	129-298
1.000	129-225
1.618	129-108
2.618	128-238
4.250	127-248

Fisher Pivots for day following 21-Dec-2011
Pivot	1 day	3 day
R1	130-190	130-278
PP	130-172	130-230
S1	130-153	130-182

Download as Excel Spreadsheet

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

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