ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 07-Feb-2012

Day Change Summary
	Previous	Current
	06-Feb-2012	07-Feb-2012	Change	Change %	Previous Week
Open	131-110	131-090	-0-020	0.0%	131-240
High	131-160	131-140	-0-020	0.0%	132-050
Low	131-050	130-260	-0-110	-0.3%	131-030
Close	131-150	130-290	-0-180	-0.4%	131-030
Range	0-110	0-200	0-090	81.8%	1-020
ATR	0-159	0-163	0-004	2.3%	0-000
Volume	9,512	8,076	-1,436	-15.1%	25,961

Daily Pivots for day following 07-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-297	132-173	131-080
R3	132-097	131-293	131-025
R2	131-217	131-217	131-007
R1	131-093	131-093	130-308	131-055
PP	131-017	131-017	131-017	130-318
S1	130-213	130-213	130-272	130-175
S2	130-137	130-137	130-253
S3	129-257	130-013	130-235
S4	129-057	129-133	130-180

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	130-260	1-110	1.0%	0-160	0.4%	7%	False	True	6,787
10	132-050	129-250	2-120	1.8%	0-177	0.4%	47%	False	False	4,831
20	132-050	129-160	2-210	2.0%	0-156	0.4%	53%	False	False	2,582

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-030
2.618	133-024
1.618	132-144
1.000	132-020
0.618	131-264
HIGH	131-140
0.618	131-064
0.500	131-040
0.382	131-016
LOW	130-260
0.618	130-136
1.000	130-060
1.618	129-256
2.618	129-056
4.250	128-050

Fisher Pivots for day following 07-Feb-2012
Pivot	1 day	3 day
R1	131-040	131-155
PP	131-017	131-093
S1	130-313	131-032

Download as Excel Spreadsheet

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

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