ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 10-Jan-2012

Day Change Summary
	Previous	Current
	09-Jan-2012	10-Jan-2012	Change	Change %	Previous Week
Open	130-240	130-255	0-015	0.0%	130-195
High	131-040	130-285	-0-075	-0.2%	130-285
Low	130-185	130-145	-0-040	-0.1%	130-030
Close	130-275	130-230	-0-045	-0.1%	130-240
Range	0-175	0-140	-0-035	-20.0%	0-255
ATR	0-209	0-204	-0-005	-2.4%	0-000
Volume	519,705	725,341	205,636	39.6%	3,127,181

Daily Pivots for day following 10-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-000	131-255	130-307
R3	131-180	131-115	130-268
R2	131-040	131-040	130-256
R1	130-295	130-295	130-243	130-258
PP	130-220	130-220	130-220	130-201
S1	130-155	130-155	130-217	130-118
S2	130-080	130-080	130-204
S3	129-260	130-015	130-192
S4	129-120	129-195	130-153

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-310	132-210	131-060
R3	132-055	131-275	130-310
R2	131-120	131-120	130-287
R1	131-020	131-020	130-263	131-070
PP	130-185	130-185	130-185	130-210
S1	130-085	130-085	130-217	130-135
S2	129-250	129-250	130-193
S3	128-315	129-150	130-170
S4	128-060	128-215	130-100

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-040	130-030	1-010	0.8%	0-188	0.4%	61%	False	False	764,085
10	131-075	129-250	1-145	1.1%	0-178	0.4%	65%	False	False	540,911
20	131-140	129-210	1-250	1.4%	0-190	0.5%	60%	False	False	584,701
40	131-140	128-200	2-260	2.2%	0-212	0.5%	74%	False	False	529,700
60	131-140	126-070	5-070	4.0%	0-217	0.5%	86%	False	False	354,046
80	131-140	126-070	5-070	4.0%	0-194	0.5%	86%	False	False	265,721

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-055
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	132-240
2.618	132-012
1.618	131-192
1.000	131-105
0.618	131-052
HIGH	130-285
0.618	130-232
0.500	130-215
0.382	130-198
LOW	130-145
0.618	130-058
1.000	130-005
1.618	129-238
2.618	129-098
4.250	128-190

Fisher Pivots for day following 10-Jan-2012
Pivot	1 day	3 day
R1	130-225	130-218
PP	130-220	130-207
S1	130-215	130-195

Download as Excel Spreadsheet

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

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