ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 17-Jan-2012

Day Change Summary
	Previous	Current
	13-Jan-2012	17-Jan-2012	Change	Change %	Previous Week
Open	130-315	131-180	0-185	0.4%	130-240
High	131-235	131-230	-0-005	0.0%	131-235
Low	130-285	131-055	0-090	0.2%	130-145
Close	131-175	131-190	0-015	0.0%	131-175
Range	0-270	0-175	-0-095	-35.2%	1-090
ATR	0-203	0-201	-0-002	-1.0%	0-000
Volume	932,835	812,126	-120,709	-12.9%	3,933,996

Daily Pivots for day following 17-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-043	132-292	131-286
R3	132-188	132-117	131-238
R2	132-013	132-013	131-222
R1	131-262	131-262	131-206	131-298
PP	131-158	131-158	131-158	131-176
S1	131-087	131-087	131-174	131-122
S2	130-303	130-303	131-158
S3	130-128	130-232	131-142
S4	129-273	130-057	131-094

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-028	134-192	132-080
R3	133-258	133-102	131-288
R2	132-168	132-168	131-250
R1	132-012	132-012	131-213	132-090
PP	131-078	131-078	131-078	131-118
S1	130-242	130-242	131-137	131-000
S2	129-308	129-308	131-100
S3	128-218	129-152	131-062
S4	127-128	128-062	130-270

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-235	130-145	1-090	1.0%	0-183	0.4%	89%	False	False	845,283
10	131-235	130-030	1-205	1.2%	0-184	0.4%	91%	False	False	787,330
20	131-235	129-250	1-305	1.5%	0-186	0.4%	93%	False	False	608,160
40	131-235	128-200	3-035	2.4%	0-212	0.5%	95%	False	False	616,746
60	131-235	126-070	5-165	4.2%	0-217	0.5%	97%	False	False	412,347
80	131-235	126-070	5-165	4.2%	0-202	0.5%	97%	False	False	309,484

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-052
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-014
2.618	133-048
1.618	132-193
1.000	132-085
0.618	132-018
HIGH	131-230
0.618	131-163
0.500	131-142
0.382	131-122
LOW	131-055
0.618	130-267
1.000	130-200
1.618	130-092
2.618	129-237
4.250	128-271

Fisher Pivots for day following 17-Jan-2012
Pivot	1 day	3 day
R1	131-174	131-160
PP	131-158	131-130
S1	131-142	131-100

Download as Excel Spreadsheet

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

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