ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 04-Jan-2012

Day Change Summary
	Previous	Current
	03-Jan-2012	04-Jan-2012	Change	Change %	Previous Week
Open	130-195	130-195	0-000	0.0%	129-300
High	130-280	130-235	-0-045	-0.1%	131-075
Low	130-155	130-080	-0-075	-0.2%	129-250
Close	130-175	130-125	-0-050	-0.1%	131-040
Range	0-125	0-155	0-030	24.0%	1-145
ATR	0-212	0-207	-0-004	-1.9%	0-000
Volume	551,799	646,858	95,059	17.2%	1,036,884

Daily Pivots for day following 04-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	131-292	131-203	130-210
R3	131-137	131-048	130-168
R2	130-302	130-302	130-153
R1	130-213	130-213	130-139	130-180
PP	130-147	130-147	130-147	130-130
S1	130-058	130-058	130-111	130-025
S2	129-312	129-312	130-097
S3	129-157	129-223	130-082
S4	129-002	129-068	130-040

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	135-023	134-177	131-296
R3	133-198	133-032	131-168
R2	132-053	132-053	131-125
R1	131-207	131-207	131-083	131-290
PP	130-228	130-228	130-228	130-270
S1	130-062	130-062	130-317	130-145
S2	129-083	129-083	130-275
S3	127-258	128-237	130-232
S4	126-113	127-092	130-104

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-075	129-300	1-095	1.0%	0-179	0.4%	35%	False	False	414,152
10	131-105	129-250	1-175	1.2%	0-176	0.4%	39%	False	False	429,277
20	131-140	129-035	2-105	1.8%	0-202	0.5%	55%	False	False	592,120
40	131-140	128-200	2-260	2.2%	0-217	0.5%	63%	False	False	450,884
60	131-140	126-070	5-070	4.0%	0-216	0.5%	80%	False	False	301,245
80	131-140	126-070	5-070	4.0%	0-184	0.4%	80%	False	False	226,051

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	0-038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-254
2.618	132-001
1.618	131-166
1.000	131-070
0.618	131-011
HIGH	130-235
0.618	130-176
0.500	130-158
0.382	130-139
LOW	130-080
0.618	129-304
1.000	129-245
1.618	129-149
2.618	128-314
4.250	128-061

Fisher Pivots for day following 04-Jan-2012
Pivot	1 day	3 day
R1	130-158	130-238
PP	130-147	130-200
S1	130-136	130-162

Download as Excel Spreadsheet

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

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