ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 18-Jan-2012

Day Change Summary
	Previous	Current
	17-Jan-2012	18-Jan-2012	Change	Change %	Previous Week
Open	131-180	131-180	0-000	0.0%	130-240
High	131-230	131-225	-0-005	0.0%	131-235
Low	131-055	131-065	0-010	0.0%	130-145
Close	131-190	131-085	-0-105	-0.2%	131-175
Range	0-175	0-160	-0-015	-8.6%	1-090
ATR	0-201	0-198	-0-003	-1.5%	0-000
Volume	812,126	854,328	42,202	5.2%	3,933,996

Daily Pivots for day following 18-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-285	132-185	131-173
R3	132-125	132-025	131-129
R2	131-285	131-285	131-114
R1	131-185	131-185	131-100	131-155
PP	131-125	131-125	131-125	131-110
S1	131-025	131-025	131-070	130-315
S2	130-285	130-285	131-056
S3	130-125	130-185	131-041
S4	129-285	130-025	130-317

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	130-220	1-015	0.8%	0-187	0.4%	55%	False	False	871,080
10	131-235	130-030	1-205	1.2%	0-188	0.4%	71%	False	False	817,583
20	131-235	129-250	1-305	1.5%	0-182	0.4%	76%	False	False	614,258
40	131-235	128-200	3-035	2.4%	0-210	0.5%	85%	False	False	637,750
60	131-235	126-070	5-165	4.2%	0-217	0.5%	92%	False	False	426,566
80	131-235	126-070	5-165	4.2%	0-203	0.5%	92%	False	False	320,163

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-052
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-265
2.618	133-004
1.618	132-164
1.000	132-065
0.618	132-004
HIGH	131-225
0.618	131-164
0.500	131-145
0.382	131-126
LOW	131-065
0.618	130-286
1.000	130-225
1.618	130-126
2.618	129-286
4.250	129-025

Fisher Pivots for day following 18-Jan-2012
Pivot	1 day	3 day
R1	131-145	131-100
PP	131-125	131-095
S1	131-105	131-090

Download as Excel Spreadsheet

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

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