ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 05-Jan-2012

Day Change Summary
	Previous	Current
	04-Jan-2012	05-Jan-2012	Change	Change %	Previous Week
Open	130-195	130-155	-0-040	-0.1%	129-300
High	130-235	130-280	0-045	0.1%	131-075
Low	130-080	130-065	-0-015	0.0%	129-250
Close	130-125	130-160	0-035	0.1%	131-040
Range	0-155	0-215	0-060	38.7%	1-145
ATR	0-207	0-208	0-001	0.3%	0-000
Volume	646,858	1,012,909	366,051	56.6%	1,036,884

Daily Pivots for day following 05-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-173	132-062	130-278
R3	131-278	131-167	130-219
R2	131-063	131-063	130-199
R1	130-272	130-272	130-180	131-008
PP	130-168	130-168	130-168	130-196
S1	130-057	130-057	130-140	130-112
S2	129-273	129-273	130-121
S3	129-058	129-162	130-101
S4	128-163	128-267	130-042

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	130-065	1-010	0.8%	0-172	0.4%	29%	False	True	554,296
10	131-075	129-250	1-145	1.1%	0-174	0.4%	49%	False	False	469,677
20	131-140	129-035	2-105	1.8%	0-206	0.5%	60%	False	False	606,612
40	131-140	128-200	2-260	2.2%	0-218	0.5%	67%	False	False	476,052
60	131-140	126-070	5-070	4.0%	0-216	0.5%	82%	False	False	318,104
80	131-140	126-070	5-070	4.0%	0-186	0.4%	82%	False	False	238,713

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	133-234
2.618	132-203
1.618	131-308
1.000	131-175
0.618	131-093
HIGH	130-280
0.618	130-198
0.500	130-172
0.382	130-147
LOW	130-065
0.618	129-252
1.000	129-170
1.618	129-037
2.618	128-142
4.250	127-111

Fisher Pivots for day following 05-Jan-2012
Pivot	1 day	3 day
R1	130-172	130-172
PP	130-168	130-168
S1	130-164	130-164

Download as Excel Spreadsheet

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

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