ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 13-Feb-2012

Day Change Summary
	Previous	Current
	10-Feb-2012	13-Feb-2012	Change	Change %	Previous Week
Open	130-275	131-035	0-080	0.2%	131-175
High	131-160	131-130	-0-030	-0.1%	131-260
Low	130-270	130-285	0-015	0.0%	130-180
Close	131-125	131-040	-0-085	-0.2%	131-125
Range	0-210	0-165	-0-045	-21.4%	1-080
ATR	0-203	0-201	-0-003	-1.3%	0-000
Volume	996,230	771,958	-224,272	-22.5%	4,898,519

Daily Pivots for day following 13-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-220	132-135	131-131
R3	132-055	131-290	131-085
R2	131-210	131-210	131-070
R1	131-125	131-125	131-055	131-168
PP	131-045	131-045	131-045	131-066
S1	130-280	130-280	131-025	131-002
S2	130-200	130-200	131-010
S3	130-035	130-115	130-315
S4	129-190	129-270	130-269

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	131-220	130-180	1-040	0.9%	0-185	0.4%	50%	False	False	995,358
10	132-110	130-180	1-250	1.4%	0-184	0.4%	32%	False	False	1,007,502
20	132-110	129-260	2-170	1.9%	0-203	0.5%	52%	False	False	1,028,252
40	132-110	129-250	2-180	2.0%	0-195	0.5%	52%	False	False	817,857
60	132-110	128-200	3-230	2.8%	0-208	0.5%	67%	False	False	740,478
80	132-110	126-070	6-040	4.7%	0-214	0.5%	80%	False	False	556,194
100	132-110	126-070	6-040	4.7%	0-200	0.5%	80%	False	False	445,116

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-191
2.618	132-242
1.618	132-077
1.000	131-295
0.618	131-232
HIGH	131-130
0.618	131-067
0.500	131-048
0.382	131-028
LOW	130-285
0.618	130-183
1.000	130-120
1.618	130-018
2.618	129-173
4.250	128-224

Fisher Pivots for day following 13-Feb-2012
Pivot	1 day	3 day
R1	131-048	131-030
PP	131-045	131-020
S1	131-042	131-010

Download as Excel Spreadsheet

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

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