ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 03-Feb-2012

Day Change Summary
	Previous	Current
	02-Feb-2012	03-Feb-2012	Change	Change %	Previous Week
Open	132-010	132-055	0-045	0.1%	131-230
High	132-080	132-105	0-025	0.1%	132-110
Low	131-280	131-095	-0-185	-0.4%	131-095
Close	132-055	131-105	-0-270	-0.6%	131-105
Range	0-120	1-010	0-210	175.0%	1-015
ATR	0-201	0-210	0-009	4.6%	0-000
Volume	941,752	1,314,991	373,239	39.6%	5,284,120

Daily Pivots for day following 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-238	134-022	131-286
R3	133-228	133-012	131-196
R2	132-218	132-218	131-166
R1	132-002	132-002	131-135	131-265
PP	131-208	131-208	131-208	131-180
S1	130-312	130-312	131-075	130-255
S2	130-198	130-198	131-044
S3	129-188	129-302	131-014
S4	128-178	128-292	130-244

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-255	134-035	131-289
R3	133-240	133-020	131-197
R2	132-225	132-225	131-166
R1	132-005	132-005	131-136	131-268
PP	131-210	131-210	131-210	131-181
S1	130-310	130-310	131-074	130-252
S2	130-195	130-195	131-044
S3	129-180	129-295	131-013
S4	128-165	128-280	130-241

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-110	131-095	1-015	0.8%	0-188	0.4%	3%	False	True	1,056,824
10	132-110	129-260	2-170	1.9%	0-218	0.5%	60%	False	False	1,103,338
20	132-110	129-260	2-170	1.9%	0-208	0.5%	60%	False	False	987,208
40	132-110	129-035	3-075	2.5%	0-207	0.5%	69%	False	False	796,910
60	132-110	128-200	3-230	2.8%	0-215	0.5%	73%	False	False	646,437
80	132-110	126-070	6-040	4.7%	0-214	0.5%	83%	False	False	485,380
100	132-110	126-070	6-040	4.7%	0-191	0.5%	83%	False	False	388,412

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	136-228
2.618	135-009
1.618	133-319
1.000	133-115
0.618	132-309
HIGH	132-105
0.618	131-299
0.500	131-260
0.382	131-221
LOW	131-095
0.618	130-211
1.000	130-085
1.618	129-201
2.618	128-191
4.250	126-292

Fisher Pivots for day following 03-Feb-2012
Pivot	1 day	3 day
R1	131-260	131-260
PP	131-208	131-208
S1	131-157	131-157

Download as Excel Spreadsheet

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

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