ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 28-Feb-2012

Day Change Summary
	Previous	Current
	27-Feb-2012	28-Feb-2012	Change	Change %	Previous Week
Open	131-065	131-185	0-120	0.3%	130-255
High	131-230	131-285	0-055	0.1%	131-095
Low	131-050	131-155	0-105	0.3%	130-120
Close	131-200	131-215	0-015	0.0%	131-060
Range	0-180	0-130	-0-050	-27.8%	0-295
ATR	0-190	0-186	-0-004	-2.3%	0-000
Volume	1,829,731	1,576,449	-253,282	-13.8%	4,210,141

Daily Pivots for day following 28-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-288	132-222	131-286
R3	132-158	132-092	131-251
R2	132-028	132-028	131-239
R1	131-282	131-282	131-227	131-315
PP	131-218	131-218	131-218	131-235
S1	131-152	131-152	131-203	131-185
S2	131-088	131-088	131-191
S3	130-278	131-022	131-179
S4	130-148	130-212	131-144

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-230	133-120	131-222
R3	132-255	132-145	131-141
R2	131-280	131-280	131-114
R1	131-170	131-170	131-087	131-225
PP	130-305	130-305	130-305	131-012
S1	130-195	130-195	131-033	130-250
S2	130-010	130-010	131-006
S3	129-035	129-220	130-299
S4	128-060	128-245	130-218

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-285	130-120	1-165	1.2%	0-162	0.4%	86%	True	False	1,327,633
10	131-285	130-120	1-165	1.2%	0-174	0.4%	86%	True	False	1,152,605
20	132-110	130-120	1-310	1.5%	0-179	0.4%	66%	False	False	1,080,053
40	132-110	129-260	2-170	1.9%	0-192	0.5%	73%	False	False	986,060
60	132-110	128-200	3-230	2.8%	0-200	0.5%	82%	False	False	883,024
80	132-110	128-200	3-230	2.8%	0-207	0.5%	82%	False	False	700,024
100	132-110	126-070	6-040	4.7%	0-205	0.5%	89%	False	False	560,289
120	132-110	126-070	6-040	4.7%	0-182	0.4%	89%	False	False	466,981

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-041
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-198
2.618	132-305
1.618	132-175
1.000	132-095
0.618	132-045
HIGH	131-285
0.618	131-235
0.500	131-220
0.382	131-205
LOW	131-155
0.618	131-075
1.000	131-025
1.618	130-265
2.618	130-135
4.250	129-242

Fisher Pivots for day following 28-Feb-2012
Pivot	1 day	3 day
R1	131-220	131-191
PP	131-218	131-167
S1	131-217	131-142

Download as Excel Spreadsheet

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

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