ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 11-Jan-2012

Day Change Summary
	Previous	Current
	10-Jan-2012	11-Jan-2012	Change	Change %	Previous Week
Open	130-255	130-230	-0-025	-0.1%	130-195
High	130-285	131-100	0-135	0.3%	130-285
Low	130-145	130-220	0-075	0.2%	130-030
Close	130-230	131-065	0-155	0.4%	130-240
Range	0-140	0-200	0-060	42.9%	0-255
ATR	0-204	0-204	0-000	-0.1%	0-000
Volume	725,341	893,661	168,320	23.2%	3,127,181

Daily Pivots for day following 11-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-302	132-223	131-175
R3	132-102	132-023	131-120
R2	131-222	131-222	131-102
R1	131-143	131-143	131-083	131-182
PP	131-022	131-022	131-022	131-041
S1	130-263	130-263	131-047	130-302
S2	130-142	130-142	131-028
S3	129-262	130-063	131-010
S4	129-062	129-183	130-275

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	131-100	130-030	1-070	0.9%	0-197	0.5%	91%	True	False	813,446
10	131-100	129-300	1-120	1.0%	0-188	0.4%	92%	True	False	613,799
20	131-140	129-250	1-210	1.3%	0-189	0.5%	86%	False	False	603,067
40	131-140	128-200	2-260	2.1%	0-212	0.5%	92%	False	False	551,884
60	131-140	126-070	5-070	4.0%	0-217	0.5%	96%	False	False	368,932
80	131-140	126-070	5-070	4.0%	0-196	0.5%	96%	False	False	276,891

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	0-051
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-310
2.618	132-304
1.618	132-104
1.000	131-300
0.618	131-224
HIGH	131-100
0.618	131-024
0.500	131-000
0.382	130-296
LOW	130-220
0.618	130-096
1.000	130-020
1.618	129-216
2.618	129-016
4.250	128-010

Fisher Pivots for day following 11-Jan-2012
Pivot	1 day	3 day
R1	131-043	131-031
PP	131-022	130-317
S1	131-000	130-282

Download as Excel Spreadsheet

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

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