ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 23-Jan-2012

Day Change Summary
	Previous	Current
	20-Jan-2012	23-Jan-2012	Change	Change %	Previous Week
Open	130-060	130-010	-0-050	-0.1%	131-120
High	130-090	130-010	-0-080	-0.2%	131-120
Low	129-300	129-160	-0-140	-0.3%	129-300
Close	129-310	129-210	-0-100	-0.2%	129-310
Range	0-110	0-170	0-060	54.5%	1-140
ATR	0-128	0-131	0-003	2.3%	0-000
Volume	109	165	56	51.4%	938

Daily Pivots for day following 23-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	131-103	131-007	129-304
R3	130-253	130-157	129-257
R2	130-083	130-083	129-241
R1	129-307	129-307	129-226	129-270
PP	129-233	129-233	129-233	129-215
S1	129-137	129-137	129-194	129-100
S2	129-063	129-063	129-179
S3	128-213	128-287	129-163
S4	128-043	128-117	129-116

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-237	133-253	130-243
R3	133-097	132-113	130-116
R2	131-277	131-277	130-074
R1	130-293	130-293	130-032	130-215
PP	130-137	130-137	130-137	130-098
S1	129-153	129-153	129-268	129-075
S2	128-317	128-317	129-226
S3	127-177	128-013	129-184
S4	126-037	126-193	129-057

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-120	129-160	1-280	1.4%	0-134	0.3%	8%	False	True	220
10	131-140	129-160	1-300	1.5%	0-121	0.3%	8%	False	True	265

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	0-008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-092
2.618	131-135
1.618	130-285
1.000	130-180
0.618	130-115
HIGH	130-010
0.618	129-265
0.500	129-245
0.382	129-225
LOW	129-160
0.618	129-055
1.000	128-310
1.618	128-205
2.618	128-035
4.250	127-078

Fisher Pivots for day following 23-Jan-2012
Pivot	1 day	3 day
R1	129-245	130-110
PP	129-233	130-037
S1	129-222	129-283

Download as Excel Spreadsheet

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

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