ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 02-Feb-2012

Day Change Summary
	Previous	Current
	01-Feb-2012	02-Feb-2012	Change	Change %	Previous Week
Open	132-090	132-010	-0-080	-0.2%	130-110
High	132-090	132-080	-0-010	0.0%	131-265
Low	131-295	131-280	-0-015	0.0%	129-260
Close	131-315	132-055	0-060	0.1%	131-230
Range	0-115	0-120	0-005	4.3%	2-005
ATR	0-207	0-201	-0-006	-3.0%	0-000
Volume	995,461	941,752	-53,709	-5.4%	5,749,264

Daily Pivots for day following 02-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-072	133-023	132-121
R3	132-272	132-223	132-088
R2	132-152	132-152	132-077
R1	132-103	132-103	132-066	132-128
PP	132-032	132-032	132-032	132-044
S1	131-303	131-303	132-044	132-008
S2	131-232	131-232	132-033
S3	131-112	131-183	132-022
S4	130-312	131-063	131-309

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	131-065	1-045	0.9%	0-162	0.4%	85%	False	False	1,001,038
10	132-110	129-260	2-170	1.9%	0-204	0.5%	93%	False	False	1,068,922
20	132-110	129-260	2-170	1.9%	0-202	0.5%	93%	False	False	972,104
40	132-110	129-035	3-075	2.4%	0-202	0.5%	95%	False	False	782,112
60	132-110	128-200	3-230	2.8%	0-212	0.5%	95%	False	False	624,624
80	132-110	126-070	6-040	4.6%	0-213	0.5%	97%	False	False	468,960
100	132-110	126-070	6-040	4.6%	0-187	0.4%	97%	False	False	375,262

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-045
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-270
2.618	133-074
1.618	132-274
1.000	132-200
0.618	132-154
HIGH	132-080
0.618	132-034
0.500	132-020
0.382	132-006
LOW	131-280
0.618	131-206
1.000	131-160
1.618	131-086
2.618	130-286
4.250	130-090

Fisher Pivots for day following 02-Feb-2012
Pivot	1 day	3 day
R1	132-043	132-038
PP	132-032	132-022
S1	132-020	132-005

Download as Excel Spreadsheet

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

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