ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 10-Feb-2012

Day Change Summary
	Previous	Current
	09-Feb-2012	10-Feb-2012	Change	Change %	Previous Week
Open	131-015	130-275	-0-060	-0.1%	131-175
High	131-065	131-160	0-095	0.2%	131-260
Low	130-180	130-270	0-090	0.2%	130-180
Close	130-250	131-125	0-195	0.5%	131-125
Range	0-205	0-210	0-005	2.4%	1-080
ATR	0-201	0-203	0-002	1.0%	0-000
Volume	1,262,237	996,230	-266,007	-21.1%	4,898,519

Daily Pivots for day following 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-068	132-307	131-240
R3	132-178	132-097	131-183
R2	131-288	131-288	131-164
R1	131-207	131-207	131-144	131-248
PP	131-078	131-078	131-078	131-099
S1	130-317	130-317	131-106	131-038
S2	130-188	130-188	131-086
S3	129-298	130-107	131-067
S4	129-088	129-217	131-010

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-002	134-143	132-025
R3	133-242	133-063	131-235
R2	132-162	132-162	131-198
R1	131-303	131-303	131-162	131-192
PP	131-082	131-082	131-082	131-026
S1	130-223	130-223	131-088	130-112
S2	130-002	130-002	131-052
S3	128-242	129-143	131-015
S4	127-162	128-063	130-225

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-260	130-180	1-080	1.0%	0-181	0.4%	66%	False	False	979,703
10	132-110	130-180	1-250	1.4%	0-184	0.4%	46%	False	False	1,018,263
20	132-110	129-260	2-170	1.9%	0-208	0.5%	62%	False	False	1,036,295
40	132-110	129-250	2-180	2.0%	0-196	0.5%	63%	False	False	819,282
60	132-110	128-200	3-230	2.8%	0-208	0.5%	74%	False	False	727,703
80	132-110	126-070	6-040	4.7%	0-213	0.5%	84%	False	False	546,549
100	132-110	126-070	6-040	4.7%	0-199	0.5%	84%	False	False	437,397

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-039
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-092
2.618	133-070
1.618	132-180
1.000	132-050
0.618	131-290
HIGH	131-160
0.618	131-080
0.500	131-055
0.382	131-030
LOW	130-270
0.618	130-140
1.000	130-060
1.618	129-250
2.618	129-040
4.250	128-018

Fisher Pivots for day following 10-Feb-2012
Pivot	1 day	3 day
R1	131-102	131-087
PP	131-078	131-048
S1	131-055	131-010

Download as Excel Spreadsheet

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

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