ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 16-Feb-2012

Day Change Summary
	Previous	Current
	15-Feb-2012	16-Feb-2012	Change	Change %	Previous Week
Open	131-125	131-190	0-065	0.2%	131-175
High	131-245	131-235	-0-010	0.0%	131-260
Low	131-065	130-265	-0-120	-0.3%	130-180
Close	131-185	130-315	-0-190	-0.5%	131-125
Range	0-180	0-290	0-110	61.1%	1-080
ATR	0-196	0-203	0-007	3.4%	0-000
Volume	981,024	1,092,746	111,722	11.4%	4,898,519

Daily Pivots for day following 16-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-288	133-112	131-154
R3	132-318	132-142	131-075
R2	132-028	132-028	131-048
R1	131-172	131-172	131-022	131-115
PP	131-058	131-058	131-058	131-030
S1	130-202	130-202	130-288	130-145
S2	130-088	130-088	130-262
S3	129-118	129-232	130-235
S4	128-148	128-262	130-156

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	131-245	130-265	0-300	0.7%	0-200	0.5%	17%	False	True	970,427
10	132-105	130-180	1-245	1.3%	0-202	0.5%	24%	False	False	1,006,941
20	132-110	129-260	2-170	1.9%	0-203	0.5%	46%	False	False	1,037,932
40	132-110	129-250	2-180	2.0%	0-196	0.5%	47%	False	False	845,107
60	132-110	128-200	3-230	2.8%	0-208	0.5%	63%	False	False	791,239
80	132-110	126-070	6-040	4.7%	0-216	0.5%	78%	False	False	594,704
100	132-110	126-070	6-040	4.7%	0-203	0.5%	78%	False	False	475,955

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	135-188
2.618	134-034
1.618	133-064
1.000	132-205
0.618	132-094
HIGH	131-235
0.618	131-124
0.500	131-090
0.382	131-056
LOW	130-265
0.618	130-086
1.000	129-295
1.618	129-116
2.618	128-146
4.250	126-312

Fisher Pivots for day following 16-Feb-2012
Pivot	1 day	3 day
R1	131-090	131-095
PP	131-058	131-062
S1	131-027	131-028

Download as Excel Spreadsheet

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

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