ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 20-Jan-2012

Day Change Summary
	Previous	Current
	19-Jan-2012	20-Jan-2012	Change	Change %	Previous Week
Open	131-075	130-210	-0-185	-0.4%	131-180
High	131-120	130-265	-0-175	-0.4%	131-230
Low	130-160	130-070	-0-090	-0.2%	130-070
Close	130-225	130-085	-0-140	-0.3%	130-085
Range	0-280	0-195	-0-085	-30.4%	1-160
ATR	0-204	0-204	-0-001	-0.3%	0-000
Volume	1,223,895	970,831	-253,064	-20.7%	3,861,180

Daily Pivots for day following 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-085	131-280	130-192
R3	131-210	131-085	130-139
R2	131-015	131-015	130-121
R1	130-210	130-210	130-103	130-175
PP	130-140	130-140	130-140	130-122
S1	130-015	130-015	130-067	129-300
S2	129-265	129-265	130-049
S3	129-070	129-140	130-031
S4	128-195	128-265	129-298

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-075	134-080	131-029
R3	133-235	132-240	130-217
R2	132-075	132-075	130-173
R1	131-080	131-080	130-129	130-318
PP	130-235	130-235	130-235	130-194
S1	129-240	129-240	130-041	129-158
S2	129-075	129-075	129-317
S3	127-235	128-080	129-273
S4	126-075	126-240	129-141

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-235	130-070	1-165	1.2%	0-216	0.5%	3%	False	True	958,803
10	131-235	130-030	1-205	1.3%	0-198	0.5%	10%	False	False	871,079
20	131-235	129-250	1-305	1.5%	0-186	0.4%	25%	False	False	670,378
40	131-235	128-200	3-035	2.4%	0-213	0.5%	53%	False	False	691,926
60	131-235	126-070	5-165	4.2%	0-223	0.5%	73%	False	False	463,135
80	131-235	126-070	5-165	4.2%	0-205	0.5%	73%	False	False	347,595

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-050
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-134
2.618	132-136
1.618	131-261
1.000	131-140
0.618	131-066
HIGH	130-265
0.618	130-191
0.500	130-168
0.382	130-144
LOW	130-070
0.618	129-269
1.000	129-195
1.618	129-074
2.618	128-199
4.250	127-201

Fisher Pivots for day following 20-Jan-2012
Pivot	1 day	3 day
R1	130-168	130-308
PP	130-140	130-233
S1	130-112	130-159

Download as Excel Spreadsheet

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

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