ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 24-Jan-2012

Day Change Summary
	Previous	Current
	23-Jan-2012	24-Jan-2012	Change	Change %	Previous Week
Open	130-010	129-180	-0-150	-0.4%	131-120
High	130-010	129-310	-0-020	0.0%	131-120
Low	129-160	129-180	0-020	0.0%	129-300
Close	129-210	129-240	0-030	0.1%	129-310
Range	0-170	0-130	-0-040	-23.5%	1-140
ATR	0-131	0-131	0-000	-0.1%	0-000
Volume	165	697	532	322.4%	938

Daily Pivots for day following 24-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	130-313	130-247	129-312
R3	130-183	130-117	129-276
R2	130-053	130-053	129-264
R1	129-307	129-307	129-252	130-020
PP	129-243	129-243	129-243	129-260
S1	129-177	129-177	129-228	129-210
S2	129-113	129-113	129-216
S3	128-303	129-047	129-204
S4	128-173	128-237	129-168

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	131-060	129-160	1-220	1.3%	0-138	0.3%	15%	False	False	277
10	131-140	129-160	1-300	1.5%	0-134	0.3%	13%	False	False	334
20	131-140	129-130	2-010	1.6%	0-100	0.2%	17%	False	False	177

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-222
2.618	131-010
1.618	130-200
1.000	130-120
0.618	130-070
HIGH	129-310
0.618	129-260
0.500	129-245
0.382	129-230
LOW	129-180
0.618	129-100
1.000	129-050
1.618	128-290
2.618	128-160
4.250	127-268

Fisher Pivots for day following 24-Jan-2012
Pivot	1 day	3 day
R1	129-245	129-285
PP	129-243	129-270
S1	129-242	129-255

Download as Excel Spreadsheet

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

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