ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 25-Jan-2012

Day Change Summary
	Previous	Current
	24-Jan-2012	25-Jan-2012	Change	Change %	Previous Week
Open	130-015	130-025	0-010	0.0%	131-180
High	130-070	131-125	1-055	0.9%	131-230
Low	129-275	129-310	0-035	0.1%	130-070
Close	130-030	130-245	0-215	0.5%	130-085
Range	0-115	1-135	1-020	295.7%	1-160
ATR	0-200	0-218	0-018	9.1%	0-000
Volume	925,125	1,561,107	635,982	68.7%	3,861,180

Daily Pivots for day following 25-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-312	134-093	131-175
R3	133-177	132-278	131-050
R2	132-042	132-042	131-008
R1	131-143	131-143	130-287	131-252
PP	130-227	130-227	130-227	130-281
S1	130-008	130-008	130-203	130-118
S2	129-092	129-092	130-162
S3	127-277	128-193	130-120
S4	126-142	127-058	129-315

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	131-125	129-260	1-185	1.2%	0-257	0.6%	60%	True	False	1,124,435
10	131-235	129-260	1-295	1.5%	0-222	0.5%	50%	False	False	997,758
20	131-235	129-250	1-305	1.5%	0-200	0.5%	50%	False	False	769,334
40	131-235	128-200	3-035	2.4%	0-218	0.5%	69%	False	False	761,819
60	131-235	126-120	5-115	4.1%	0-224	0.5%	82%	False	False	520,218
80	131-235	126-070	5-165	4.2%	0-209	0.5%	82%	False	False	390,333
100	131-235	126-070	5-165	4.2%	0-177	0.4%	82%	False	False	312,353

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	0-044
Widest range in 101 trading days

Fibonacci Retracements and Extensions
4.250	137-139
2.618	135-036
1.618	133-221
1.000	132-260
0.618	132-086
HIGH	131-125
0.618	130-271
0.500	130-218
0.382	130-164
LOW	129-310
0.618	129-029
1.000	128-175
1.618	127-214
2.618	126-079
4.250	123-296

Fisher Pivots for day following 25-Jan-2012
Pivot	1 day	3 day
R1	130-236	130-228
PP	130-227	130-210
S1	130-218	130-192

Download as Excel Spreadsheet

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

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