ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 01-Feb-2012

Day Change Summary
	Previous	Current
	31-Jan-2012	01-Feb-2012	Change	Change %	Previous Week
Open	131-260	132-030	0-090	0.2%	130-010
High	132-050	132-030	-0-020	0.0%	131-210
Low	131-210	131-260	0-050	0.1%	129-160
Close	132-030	131-260	-0-090	-0.2%	131-170
Range	0-160	0-090	-0-070	-43.8%	2-050
ATR	0-158	0-153	-0-005	-3.1%	0-000
Volume	6,772	4,252	-2,520	-37.2%	5,623

Daily Pivots for day following 01-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-240	132-180	131-310
R3	132-150	132-090	131-285
R2	132-060	132-060	131-276
R1	132-000	132-000	131-268	131-305
PP	131-290	131-290	131-290	131-282
S1	131-230	131-230	131-252	131-215
S2	131-200	131-200	131-244
S3	131-110	131-140	131-235
S4	131-020	131-050	131-210

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	132-050	130-200	1-170	1.2%	0-130	0.3%	78%	False	False	3,418
10	132-050	129-160	2-210	2.0%	0-174	0.4%	87%	False	False	1,983
20	132-050	129-160	2-210	2.0%	0-130	0.3%	87%	False	False	1,104

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	133-092
2.618	132-266
1.618	132-176
1.000	132-120
0.618	132-086
HIGH	132-030
0.618	131-316
0.500	131-305
0.382	131-294
LOW	131-260
0.618	131-204
1.000	131-170
1.618	131-114
2.618	131-024
4.250	130-198

Fisher Pivots for day following 01-Feb-2012
Pivot	1 day	3 day
R1	131-305	131-290
PP	131-290	131-280
S1	131-275	131-270

Download as Excel Spreadsheet

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

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