ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 02-Mar-2012

Day Change Summary
	Previous	Current
	01-Mar-2012	02-Mar-2012	Change	Change %	Previous Week
Open	131-105	130-305	-0-120	-0.3%	131-065
High	131-105	131-170	0-065	0.2%	131-285
Low	130-215	130-280	0-065	0.2%	130-215
Close	130-285	131-125	0-160	0.4%	131-125
Range	0-210	0-210	0-000	0.0%	1-070
ATR	0-191	0-192	0-001	0.7%	0-000
Volume	166,522	98,726	-67,796	-40.7%	4,132,503

Daily Pivots for day following 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-075	132-310	131-240
R3	132-185	132-100	131-183
R2	131-295	131-295	131-164
R1	131-210	131-210	131-144	131-252
PP	131-085	131-085	131-085	131-106
S1	131-000	131-000	131-106	131-042
S2	130-195	130-195	131-086
S3	129-305	130-110	131-067
S4	129-095	129-220	131-010

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-312	134-128	132-020
R3	133-242	133-058	131-232
R2	132-172	132-172	131-196
R1	131-308	131-308	131-161	132-080
PP	131-102	131-102	131-102	131-148
S1	130-238	130-238	131-089	131-010
S2	130-032	130-032	131-054
S3	128-282	129-168	131-018
S4	127-212	128-098	130-230

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-285	130-215	1-070	0.9%	0-193	0.5%	59%	False	False	826,500
10	131-285	130-120	1-165	1.2%	0-177	0.4%	67%	False	False	916,842
20	132-105	130-120	1-305	1.5%	0-190	0.5%	52%	False	False	961,892
40	132-110	129-260	2-170	1.9%	0-196	0.5%	62%	False	False	966,998
60	132-110	129-035	3-075	2.5%	0-198	0.5%	71%	False	False	842,039
80	132-110	128-200	3-230	2.8%	0-207	0.5%	74%	False	False	708,941
100	132-110	126-070	6-040	4.7%	0-208	0.5%	84%	False	False	567,546
120	132-110	126-070	6-040	4.7%	0-188	0.4%	84%	False	False	473,033

Crabel Price Patterns
NR	False
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	0-032

Fibonacci Retracements and Extensions
4.250	134-102
2.618	133-080
1.618	132-190
1.000	132-060
0.618	131-300
HIGH	131-170
0.618	131-090
0.500	131-065
0.382	131-040
LOW	130-280
0.618	130-150
1.000	130-070
1.618	129-260
2.618	129-050
4.250	128-028

Fisher Pivots for day following 02-Mar-2012
Pivot	1 day	3 day
R1	131-105	131-107
PP	131-085	131-088
S1	131-065	131-070

Download as Excel Spreadsheet

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

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