ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 27-Dec-2011

Day Change Summary
	Previous	Current
	23-Dec-2011	27-Dec-2011	Change	Change %	Previous Week
Open	130-155	129-300	-0-175	-0.4%	131-055
High	130-160	130-030	-0-130	-0.3%	131-140
Low	129-260	129-250	-0-010	0.0%	129-260
Close	129-275	129-305	0-030	0.1%	129-275
Range	0-220	0-100	-0-120	-54.5%	1-200
ATR	0-223	0-214	-0-009	-3.9%	0-000
Volume	299,440	164,778	-134,662	-45.0%	2,520,662

Daily Pivots for day following 27-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	130-282	130-233	130-040
R3	130-182	130-133	130-012
R2	130-082	130-082	130-003
R1	130-033	130-033	129-314	130-058
PP	129-302	129-302	129-302	129-314
S1	129-253	129-253	129-296	129-278
S2	129-202	129-202	129-287
S3	129-102	129-153	129-278
S4	129-002	129-053	129-250

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	135-078	134-057	130-241
R3	133-198	132-177	130-098
R2	131-318	131-318	130-050
R1	130-297	130-297	130-003	130-208
PP	130-118	130-118	130-118	130-074
S1	129-097	129-097	129-227	129-008
S2	128-238	128-238	129-180
S3	127-038	127-217	129-132
S4	125-158	126-017	128-309

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-105	129-250	1-175	1.2%	0-174	0.4%	11%	False	True	444,403
10	131-140	129-250	1-210	1.3%	0-190	0.5%	10%	False	True	592,334
20	131-140	128-200	2-260	2.2%	0-224	0.5%	47%	False	False	743,939
40	131-140	127-070	4-070	3.2%	0-232	0.6%	65%	False	False	399,678
60	131-140	126-070	5-070	4.0%	0-213	0.5%	72%	False	False	266,744
80	131-140	126-070	5-070	4.0%	0-172	0.4%	72%	False	False	200,167

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-054
Narrowest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	131-135
2.618	130-292
1.618	130-192
1.000	130-130
0.618	130-092
HIGH	130-030
0.618	129-312
0.500	129-300
0.382	129-288
LOW	129-250
0.618	129-188
1.000	129-150
1.618	129-088
2.618	128-308
4.250	128-145

Fisher Pivots for day following 27-Dec-2011
Pivot	1 day	3 day
R1	129-303	130-080
PP	129-302	130-048
S1	129-300	130-017

Download as Excel Spreadsheet

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

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