ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 31-Jan-2012

Day Change Summary
	Previous	Current
	30-Jan-2012	31-Jan-2012	Change	Change %	Previous Week
Open	131-230	132-000	0-090	0.2%	130-110
High	132-070	132-110	0-040	0.1%	131-265
Low	131-225	131-220	-0-005	0.0%	129-260
Close	132-010	132-080	0-070	0.2%	131-230
Range	0-165	0-210	0-045	27.3%	2-005
ATR	0-214	0-214	0-000	-0.1%	0-000
Volume	879,574	1,152,342	272,768	31.0%	5,749,264

Daily Pivots for day following 31-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-020	133-260	132-196
R3	133-130	133-050	132-138
R2	132-240	132-240	132-118
R1	132-160	132-160	132-099	132-200
PP	132-030	132-030	132-030	132-050
S1	131-270	131-270	132-061	131-310
S2	131-140	131-140	132-042
S3	130-250	131-060	132-022
S4	130-040	130-170	131-284

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	137-053	136-147	132-265
R3	135-048	134-142	132-087
R2	133-043	133-043	132-028
R1	132-137	132-137	131-289	132-250
PP	131-038	131-038	131-038	131-095
S1	130-132	130-132	131-171	130-245
S2	129-033	129-033	131-112
S3	127-028	128-127	131-053
S4	125-023	126-122	130-195

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-110	129-310	2-120	1.8%	0-251	0.6%	96%	True	False	1,182,967
10	132-110	129-260	2-170	1.9%	0-224	0.5%	96%	True	False	1,083,023
20	132-110	129-260	2-170	1.9%	0-204	0.5%	96%	True	False	935,176
40	132-110	128-200	3-230	2.8%	0-210	0.5%	97%	True	False	778,677
60	132-110	128-200	3-230	2.8%	0-217	0.5%	97%	True	False	592,519
80	132-110	126-070	6-040	4.6%	0-212	0.5%	98%	True	False	444,753
100	132-110	126-070	6-040	4.6%	0-185	0.4%	98%	True	False	355,890

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-049
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	135-042
2.618	134-020
1.618	133-130
1.000	133-000
0.618	132-240
HIGH	132-110
0.618	132-030
0.500	132-005
0.382	131-300
LOW	131-220
0.618	131-090
1.000	131-010
1.618	130-200
2.618	129-310
4.250	128-288

Fisher Pivots for day following 31-Jan-2012
Pivot	1 day	3 day
R1	132-055	132-029
PP	132-030	131-298
S1	132-005	131-248

Download as Excel Spreadsheet

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

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