ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 08-Mar-2012

Day Change Summary
	Previous	Current
	07-Mar-2012	08-Mar-2012	Change	Change %	Previous Week
Open	131-225	131-155	-0-070	-0.2%	131-065
High	131-225	131-175	-0-050	-0.1%	131-285
Low	131-140	131-050	-0-090	-0.2%	130-215
Close	131-165	131-070	-0-095	-0.2%	131-125
Range	0-085	0-125	0-040	47.1%	1-070
ATR	0-182	0-178	-0-004	-2.2%	0-000
Volume	29,934	15,370	-14,564	-48.7%	4,132,503

Daily Pivots for day following 08-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-153	132-077	131-139
R3	132-028	131-272	131-104
R2	131-223	131-223	131-093
R1	131-147	131-147	131-081	131-122
PP	131-098	131-098	131-098	131-086
S1	131-022	131-022	131-059	130-318
S2	130-293	130-293	131-047
S3	130-168	130-217	131-036
S4	130-043	130-092	131-001

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	131-250	130-280	0-290	0.7%	0-152	0.4%	38%	False	False	42,465
10	131-285	130-215	1-070	0.9%	0-160	0.4%	45%	False	False	524,817
20	131-285	130-120	1-165	1.2%	0-176	0.4%	56%	False	False	769,819
40	132-110	129-260	2-170	1.9%	0-190	0.5%	56%	False	False	890,499
60	132-110	129-210	2-220	2.0%	0-190	0.5%	58%	False	False	788,566
80	132-110	128-200	3-230	2.8%	0-201	0.5%	70%	False	False	710,099
100	132-110	126-070	6-040	4.7%	0-206	0.5%	82%	False	False	568,627
120	132-110	126-070	6-040	4.7%	0-192	0.5%	82%	False	False	473,980

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-066
2.618	132-182
1.618	132-057
1.000	131-300
0.618	131-252
HIGH	131-175
0.618	131-127
0.500	131-112
0.382	131-098
LOW	131-050
0.618	130-293
1.000	130-245
1.618	130-168
2.618	130-043
4.250	129-159

Fisher Pivots for day following 08-Mar-2012
Pivot	1 day	3 day
R1	131-112	131-148
PP	131-098	131-122
S1	131-084	131-096

Download as Excel Spreadsheet

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

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