ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 26-Jan-2012

Day Change Summary
	Previous	Current
	25-Jan-2012	26-Jan-2012	Change	Change %	Previous Week
Open	130-025	130-280	0-255	0.6%	131-180
High	131-125	131-165	0-040	0.1%	131-230
Low	129-310	130-260	0-270	0.6%	130-070
Close	130-245	131-140	0-215	0.5%	130-085
Range	1-135	0-225	-0-230	-50.5%	1-160
ATR	0-218	0-220	0-002	0.7%	0-000
Volume	1,561,107	1,285,748	-275,359	-17.6%	3,861,180

Daily Pivots for day following 26-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-117	133-033	131-264
R3	132-212	132-128	131-202
R2	131-307	131-307	131-181
R1	131-223	131-223	131-161	131-265
PP	131-082	131-082	131-082	131-102
S1	130-318	130-318	131-119	131-040
S2	130-177	130-177	131-099
S3	129-272	130-093	131-078
S4	129-047	129-188	131-016

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	131-165	129-260	1-225	1.3%	0-246	0.6%	95%	True	False	1,136,806
10	131-235	129-260	1-295	1.5%	0-224	0.5%	85%	False	False	1,036,966
20	131-235	129-260	1-295	1.5%	0-206	0.5%	85%	False	False	825,383
40	131-235	128-200	3-035	2.4%	0-215	0.5%	90%	False	False	784,661
60	131-235	127-070	4-165	3.4%	0-224	0.5%	93%	False	False	541,579
80	131-235	126-070	5-165	4.2%	0-211	0.5%	95%	False	False	406,404
100	131-235	126-070	5-165	4.2%	0-179	0.4%	95%	False	False	325,210

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	0-046
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-161
2.618	133-114
1.618	132-209
1.000	132-070
0.618	131-304
HIGH	131-165
0.618	131-079
0.500	131-052
0.382	131-026
LOW	130-260
0.618	130-121
1.000	130-035
1.618	129-216
2.618	128-311
4.250	127-264

Fisher Pivots for day following 26-Jan-2012
Pivot	1 day	3 day
R1	131-111	131-060
PP	131-082	130-300
S1	131-052	130-220

Download as Excel Spreadsheet

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

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