ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 02-Feb-2012

Day Change Summary
	Previous	Current
	01-Feb-2012	02-Feb-2012	Change	Change %	Previous Week
Open	132-030	131-290	-0-060	-0.1%	130-010
High	132-030	132-020	-0-010	0.0%	131-210
Low	131-260	131-280	0-020	0.0%	129-160
Close	131-260	132-010	0-070	0.2%	131-170
Range	0-090	0-060	-0-030	-33.3%	2-050
ATR	0-153	0-148	-0-005	-3.4%	0-000
Volume	4,252	4,783	531	12.5%	5,623

Daily Pivots for day following 02-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-177	132-153	132-043
R3	132-117	132-093	132-026
R2	132-057	132-057	132-021
R1	132-033	132-033	132-016	132-045
PP	131-317	131-317	131-317	132-002
S1	131-293	131-293	132-004	131-305
S2	131-257	131-257	131-319
S3	131-197	131-233	131-314
S4	131-137	131-173	131-297

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	131-100	0-270	0.6%	0-106	0.3%	85%	False	False	4,017
10	132-050	129-160	2-210	2.0%	0-153	0.4%	95%	False	False	2,437
20	132-050	129-160	2-210	2.0%	0-132	0.3%	95%	False	False	1,339

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 11 trading days

Fibonacci Retracements and Extensions
4.250	132-275
2.618	132-177
1.618	132-117
1.000	132-080
0.618	132-057
HIGH	132-020
0.618	131-317
0.500	131-310
0.382	131-303
LOW	131-280
0.618	131-243
1.000	131-220
1.618	131-183
2.618	131-123
4.250	131-025

Fisher Pivots for day following 02-Feb-2012
Pivot	1 day	3 day
R1	132-003	131-317
PP	131-317	131-303
S1	131-310	131-290

Download as Excel Spreadsheet

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

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