ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 30-Jan-2012

Day Change Summary
	Previous	Current
	27-Jan-2012	30-Jan-2012	Change	Change %	Previous Week
Open	131-100	131-240	0-140	0.3%	130-010
High	131-210	132-020	0-130	0.3%	131-210
Low	131-100	131-230	0-130	0.3%	129-160
Close	131-170	131-280	0-110	0.3%	131-170
Range	0-110	0-110	0-000	0.0%	2-050
ATR	0-157	0-158	0-001	0.6%	0-000
Volume	1,443	2,839	1,396	96.7%	5,623

Daily Pivots for day following 30-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-293	132-237	132-020
R3	132-183	132-127	131-310
R2	132-073	132-073	131-300
R1	132-017	132-017	131-290	132-045
PP	131-283	131-283	131-283	131-298
S1	131-227	131-227	131-270	131-255
S2	131-173	131-173	131-260
S3	131-063	131-117	131-250
S4	130-273	131-007	131-220

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	132-020	129-180	2-160	1.9%	0-188	0.4%	93%	True	False	1,659
10	132-020	129-160	2-180	1.9%	0-161	0.4%	93%	True	False	940
20	132-020	129-160	2-180	1.9%	0-124	0.3%	93%	True	False	554

Crabel Price Patterns
NR	False
NR4	False
NR5	False
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	0-005

Fibonacci Retracements and Extensions
4.250	133-168
2.618	132-308
1.618	132-198
1.000	132-130
0.618	132-088
HIGH	132-020
0.618	131-298
0.500	131-285
0.382	131-272
LOW	131-230
0.618	131-162
1.000	131-120
1.618	131-052
2.618	130-262
4.250	130-082

Fisher Pivots for day following 30-Jan-2012
Pivot	1 day	3 day
R1	131-285	131-223
PP	131-283	131-167
S1	131-282	131-110

Download as Excel Spreadsheet

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

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