ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 27-Jan-2012

Day Change Summary
	Previous	Current
	26-Jan-2012	27-Jan-2012	Change	Change %	Previous Week
Open	130-200	131-100	0-220	0.5%	130-010
High	131-060	131-210	0-150	0.4%	131-210
Low	130-200	131-100	0-220	0.5%	129-160
Close	131-060	131-170	0-110	0.3%	131-170
Range	0-180	0-110	-0-070	-38.9%	2-050
ATR	0-157	0-157	-0-001	-0.3%	0-000
Volume	1,784	1,443	-341	-19.1%	5,623

Daily Pivots for day following 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-170	132-120	131-230
R3	132-060	132-010	131-200
R2	131-270	131-270	131-190
R1	131-220	131-220	131-180	131-245
PP	131-160	131-160	131-160	131-172
S1	131-110	131-110	131-160	131-135
S2	131-050	131-050	131-150
S3	130-260	131-000	131-140
S4	130-150	130-210	131-110

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	137-117	136-193	132-230
R3	135-067	134-143	132-040
R2	133-017	133-017	131-296
R1	132-093	132-093	131-233	132-215
PP	130-287	130-287	130-287	131-028
S1	130-043	130-043	131-107	130-165
S2	128-237	128-237	131-044
S3	126-187	127-313	130-300
S4	124-137	125-263	130-110

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-210	129-160	2-050	1.6%	0-200	0.5%	94%	True	False	1,124
10	131-210	129-160	2-050	1.6%	0-176	0.4%	94%	True	False	704
20	131-210	129-160	2-050	1.6%	0-122	0.3%	94%	True	False	413

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0-004
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	133-038
2.618	132-178
1.618	132-068
1.000	132-000
0.618	131-278
HIGH	131-210
0.618	131-168
0.500	131-155
0.382	131-142
LOW	131-100
0.618	131-032
1.000	130-310
1.618	130-242
2.618	130-132
4.250	129-272

Fisher Pivots for day following 27-Jan-2012
Pivot	1 day	3 day
R1	131-165	131-083
PP	131-160	130-317
S1	131-155	130-230

Download as Excel Spreadsheet

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

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