ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 29-Feb-2012

Day Change Summary
	Previous	Current
	28-Feb-2012	29-Feb-2012	Change	Change %	Previous Week
Open	131-185	131-190	0-005	0.0%	130-255
High	131-285	131-245	-0-040	-0.1%	131-095
Low	131-155	131-010	-0-145	-0.3%	130-120
Close	131-215	131-085	-0-130	-0.3%	131-060
Range	0-130	0-235	0-105	80.8%	0-295
ATR	0-186	0-189	0-004	1.9%	0-000
Volume	1,576,449	461,075	-1,115,374	-70.8%	4,210,141

Daily Pivots for day following 29-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-178	133-047	131-214
R3	132-263	132-132	131-150
R2	132-028	132-028	131-128
R1	131-217	131-217	131-107	131-165
PP	131-113	131-113	131-113	131-088
S1	130-302	130-302	131-063	130-250
S2	130-198	130-198	131-042
S3	129-283	130-067	131-020
S4	129-048	129-152	130-276

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	130-235	1-050	0.9%	0-163	0.4%	46%	False	False	1,222,135
10	131-285	130-120	1-165	1.2%	0-182	0.4%	59%	False	False	1,097,694
20	132-105	130-120	1-305	1.5%	0-180	0.4%	46%	False	False	1,045,490
40	132-110	129-260	2-170	1.9%	0-192	0.5%	57%	False	False	990,333
60	132-110	128-200	3-230	2.8%	0-200	0.5%	71%	False	False	867,615
80	132-110	128-200	3-230	2.8%	0-208	0.5%	71%	False	False	705,762
100	132-110	126-070	6-040	4.7%	0-206	0.5%	82%	False	False	564,900
120	132-110	126-070	6-040	4.7%	0-184	0.4%	82%	False	False	470,823

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	0-040
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	134-284
2.618	133-220
1.618	132-305
1.000	132-160
0.618	132-070
HIGH	131-245
0.618	131-155
0.500	131-128
0.382	131-100
LOW	131-010
0.618	130-185
1.000	130-095
1.618	129-270
2.618	129-035
4.250	127-291

Fisher Pivots for day following 29-Feb-2012
Pivot	1 day	3 day
R1	131-128	131-148
PP	131-113	131-127
S1	131-099	131-106

Download as Excel Spreadsheet

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

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