ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 03-Feb-2012

Day Change Summary
	Previous	Current
	02-Feb-2012	03-Feb-2012	Change	Change %	Previous Week
Open	131-290	132-030	0-060	0.1%	131-240
High	132-020	132-050	0-030	0.1%	132-050
Low	131-280	131-030	-0-250	-0.6%	131-030
Close	132-010	131-030	-0-300	-0.7%	131-030
Range	0-060	1-020	0-280	466.7%	1-020
ATR	0-148	0-162	0-014	9.3%	0-000
Volume	4,783	7,315	2,532	52.9%	25,961

Daily Pivots for day following 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-203	133-297	131-217
R3	133-183	132-277	131-124
R2	132-163	132-163	131-092
R1	131-257	131-257	131-061	131-200
PP	131-143	131-143	131-143	131-115
S1	130-237	130-237	130-319	130-180
S2	130-123	130-123	130-288
S3	129-103	129-217	130-256
S4	128-083	128-197	130-163

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-203	133-297	131-217
R3	133-183	132-277	131-124
R2	132-163	132-163	131-092
R1	131-257	131-257	131-061	131-200
PP	131-143	131-143	131-143	131-115
S1	130-237	130-237	130-319	130-180
S2	130-123	130-123	130-288
S3	129-103	129-217	130-256
S4	128-083	128-197	130-163

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-050	131-030	1-020	0.8%	0-152	0.4%	0%	True	True	5,192
10	132-050	129-160	2-210	2.0%	0-176	0.4%	60%	True	False	3,158
20	132-050	129-160	2-210	2.0%	0-145	0.3%	60%	True	False	1,703

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-009
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	136-215
2.618	134-300
1.618	133-280
1.000	133-070
0.618	132-260
HIGH	132-050
0.618	131-240
0.500	131-200
0.382	131-160
LOW	131-030
0.618	130-140
1.000	130-010
1.618	129-120
2.618	128-100
4.250	126-185

Fisher Pivots for day following 03-Feb-2012
Pivot	1 day	3 day
R1	131-200	131-200
PP	131-143	131-143
S1	131-087	131-087

Download as Excel Spreadsheet

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

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