ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 10-Jan-2012

Day Change Summary
	Previous	Current
	09-Jan-2012	10-Jan-2012	Change	Change %	Previous Week
Open	130-170	130-090	-0-080	-0.2%	130-090
High	130-170	130-170	0-000	0.0%	130-140
Low	130-170	130-090	-0-080	-0.2%	130-000
Close	130-170	130-130	-0-040	-0.1%	130-140
Range	0-000	0-080	0-080		0-140
ATR
Volume	6	6	0	0.0%	116

Daily Pivots for day following 10-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	131-050	131-010	130-174
R3	130-290	130-250	130-152
R2	130-210	130-210	130-145
R1	130-170	130-170	130-137	130-190
PP	130-130	130-130	130-130	130-140
S1	130-090	130-090	130-123	130-110
S2	130-050	130-050	130-115
S3	129-290	130-010	130-108
S4	129-210	129-250	130-086

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	131-193	131-147	130-217
R3	131-053	131-007	130-178
R2	130-233	130-233	130-166
R1	130-187	130-187	130-153	130-210
PP	130-093	130-093	130-093	130-105
S1	130-047	130-047	130-127	130-070
S2	129-273	129-273	130-114
S3	129-133	129-227	130-102
S4	128-313	129-087	130-063

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-170	130-000	0-170	0.4%	0-056	0.1%	76%	True	False	24
10	130-240	129-160	1-080	1.0%	0-074	0.2%	73%	False	False	20

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-005
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-190
2.618	131-059
1.618	130-299
1.000	130-250
0.618	130-219
HIGH	130-170
0.618	130-139
0.500	130-130
0.382	130-121
LOW	130-090
0.618	130-041
1.000	130-010
1.618	129-281
2.618	129-201
4.250	129-070

Fisher Pivots for day following 10-Jan-2012
Pivot	1 day	3 day
R1	130-130	130-122
PP	130-130	130-113
S1	130-130	130-105

Download as Excel Spreadsheet

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

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