ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 29-Dec-2011

Day Change Summary
	Previous	Current
	28-Dec-2011	29-Dec-2011	Change	Change %	Previous Week
Open	129-315	130-185	0-190	0.5%	131-055
High	130-230	130-295	0-065	0.2%	131-140
Low	129-300	130-135	0-155	0.4%	129-260
Close	130-225	130-270	0-045	0.1%	129-275
Range	0-250	0-160	-0-090	-36.0%	1-200
ATR	0-217	0-213	-0-004	-1.9%	0-000
Volume	312,189	269,767	-42,422	-13.6%	2,520,662

Daily Pivots for day following 29-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-073	132-012	131-038
R3	131-233	131-172	130-314
R2	131-073	131-073	130-299
R1	131-012	131-012	130-285	131-042
PP	130-233	130-233	130-233	130-249
S1	130-172	130-172	130-255	130-202
S2	130-073	130-073	130-241
S3	129-233	130-012	130-226
S4	129-073	129-172	130-182

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	130-295	129-250	1-045	0.9%	0-171	0.4%	93%	True	False	295,502
10	131-140	129-250	1-210	1.3%	0-188	0.4%	64%	False	False	479,793
20	131-140	128-200	2-260	2.1%	0-217	0.5%	79%	False	False	676,952
40	131-140	128-200	2-260	2.1%	0-222	0.5%	79%	False	False	413,987
60	131-140	126-070	5-070	4.0%	0-215	0.5%	89%	False	False	276,442
80	131-140	126-070	5-070	4.0%	0-178	0.4%	89%	False	False	207,441

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	0-045
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-015
2.618	132-074
1.618	131-234
1.000	131-135
0.618	131-074
HIGH	130-295
0.618	130-234
0.500	130-215
0.382	130-196
LOW	130-135
0.618	130-036
1.000	129-295
1.618	129-196
2.618	129-036
4.250	128-095

Fisher Pivots for day following 29-Dec-2011
Pivot	1 day	3 day
R1	130-252	130-218
PP	130-233	130-165
S1	130-215	130-112

Download as Excel Spreadsheet

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

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