ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 13-Jan-2012

Day Change Summary
	Previous	Current
	12-Jan-2012	13-Jan-2012	Change	Change %	Previous Week
Open	130-260	130-200	-0-060	-0.1%	130-170
High	131-000	131-140	0-140	0.3%	131-140
Low	130-220	130-200	-0-020	0.0%	130-090
Close	130-220	131-100	0-200	0.5%	131-100
Range	0-100	0-260	0-160	160.0%	1-050
ATR	0-105	0-116	0-011	10.5%	0-000
Volume	313	481	168	53.7%	1,548

Daily Pivots for day following 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-180	133-080	131-243
R3	132-240	132-140	131-172
R2	131-300	131-300	131-148
R1	131-200	131-200	131-124	131-250
PP	131-040	131-040	131-040	131-065
S1	130-260	130-260	131-076	130-310
S2	130-100	130-100	131-052
S3	129-160	130-000	131-028
S4	128-220	129-060	130-277

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-153	134-017	131-304
R3	133-103	132-287	131-202
R2	132-053	132-053	131-168
R1	131-237	131-237	131-134	131-305
PP	131-003	131-003	131-003	131-038
S1	130-187	130-187	131-066	130-255
S2	129-273	129-273	131-032
S3	128-223	129-137	130-318
S4	127-173	128-087	130-216

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-140	130-090	1-050	0.9%	0-108	0.3%	89%	True	False	309
10	131-140	130-000	1-140	1.1%	0-086	0.2%	91%	True	False	169

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-009
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	134-285
2.618	133-181
1.618	132-241
1.000	132-080
0.618	131-301
HIGH	131-140
0.618	131-041
0.500	131-010
0.382	130-299
LOW	130-200
0.618	130-039
1.000	129-260
1.618	129-099
2.618	128-159
4.250	127-055

Fisher Pivots for day following 13-Jan-2012
Pivot	1 day	3 day
R1	131-070	131-070
PP	131-040	131-040
S1	131-010	131-010

Download as Excel Spreadsheet

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

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