ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 08-Feb-2012

Day Change Summary
	Previous	Current
	07-Feb-2012	08-Feb-2012	Change	Change %	Previous Week
Open	131-090	130-290	-0-120	-0.3%	131-240
High	131-140	131-000	-0-140	-0.3%	132-050
Low	130-260	130-200	-0-060	-0.1%	131-030
Close	130-290	130-270	-0-020	0.0%	131-030
Range	0-200	0-120	-0-080	-40.0%	1-020
ATR	0-163	0-160	-0-003	-1.9%	0-000
Volume	8,076	10,862	2,786	34.5%	25,961

Daily Pivots for day following 08-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	131-303	131-247	131-016
R3	131-183	131-127	130-303
R2	131-063	131-063	130-292
R1	131-007	131-007	130-281	130-295
PP	130-263	130-263	130-263	130-248
S1	130-207	130-207	130-259	130-175
S2	130-143	130-143	130-248
S3	130-023	130-087	130-237
S4	129-223	129-287	130-204

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	130-200	1-170	1.2%	0-166	0.4%	14%	False	True	8,109
10	132-050	130-200	1-170	1.2%	0-148	0.4%	14%	False	True	5,763
20	132-050	129-160	2-210	2.0%	0-158	0.4%	51%	False	False	3,125

Crabel Price Patterns
NR	True
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	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-190
2.618	131-314
1.618	131-194
1.000	131-120
0.618	131-074
HIGH	131-000
0.618	130-274
0.500	130-260
0.382	130-246
LOW	130-200
0.618	130-126
1.000	130-080
1.618	130-006
2.618	129-206
4.250	129-010

Fisher Pivots for day following 08-Feb-2012
Pivot	1 day	3 day
R1	130-267	131-020
PP	130-263	130-317
S1	130-260	130-293

Download as Excel Spreadsheet

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

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