ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 19-Jan-2012

Day Change Summary
	Previous	Current
	18-Jan-2012	19-Jan-2012	Change	Change %	Previous Week
Open	131-180	131-075	-0-105	-0.2%	130-240
High	131-225	131-120	-0-105	-0.2%	131-235
Low	131-065	130-160	-0-225	-0.5%	130-145
Close	131-085	130-225	-0-180	-0.4%	131-175
Range	0-160	0-280	0-120	75.0%	1-090
ATR	0-198	0-204	0-006	2.9%	0-000
Volume	854,328	1,223,895	369,567	43.3%	3,933,996

Daily Pivots for day following 19-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-155	132-310	131-059
R3	132-195	132-030	130-302
R2	131-235	131-235	130-276
R1	131-070	131-070	130-251	131-012
PP	130-275	130-275	130-275	130-246
S1	130-110	130-110	130-199	130-052
S2	129-315	129-315	130-174
S3	129-035	129-150	130-148
S4	128-075	128-190	130-071

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	130-160	1-075	0.9%	0-203	0.5%	16%	False	True	937,127
10	131-235	130-030	1-205	1.3%	0-200	0.5%	37%	False	False	875,286
20	131-235	129-250	1-305	1.5%	0-188	0.5%	47%	False	False	652,282
40	131-235	128-200	3-035	2.4%	0-211	0.5%	67%	False	False	667,893
60	131-235	126-070	5-165	4.2%	0-221	0.5%	81%	False	False	446,961
80	131-235	126-070	5-165	4.2%	0-203	0.5%	81%	False	False	335,460

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-053
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	135-030
2.618	133-213
1.618	132-253
1.000	132-080
0.618	131-293
HIGH	131-120
0.618	131-013
0.500	130-300
0.382	130-267
LOW	130-160
0.618	129-307
1.000	129-200
1.618	129-027
2.618	128-067
4.250	126-250

Fisher Pivots for day following 19-Jan-2012
Pivot	1 day	3 day
R1	130-300	131-035
PP	130-275	130-312
S1	130-250	130-268

Download as Excel Spreadsheet

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

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