ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 09-Feb-2012

Day Change Summary
	Previous	Current
	08-Feb-2012	09-Feb-2012	Change	Change %	Previous Week
Open	130-290	130-270	-0-020	0.0%	131-240
High	131-000	130-300	-0-020	0.0%	132-050
Low	130-200	130-120	-0-080	-0.2%	131-030
Close	130-270	130-160	-0-110	-0.3%	131-030
Range	0-120	0-180	0-060	50.0%	1-020
ATR	0-160	0-161	0-001	0.9%	0-000
Volume	10,862	15,888	5,026	46.3%	25,961

Daily Pivots for day following 09-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-093	131-307	130-259
R3	131-233	131-127	130-210
R2	131-053	131-053	130-193
R1	130-267	130-267	130-176	130-230
PP	130-193	130-193	130-193	130-175
S1	130-087	130-087	130-144	130-050
S2	130-013	130-013	130-127
S3	129-153	129-227	130-110
S4	128-293	129-047	130-061

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	130-120	1-250	1.4%	0-190	0.5%	7%	False	True	10,330
10	132-050	130-120	1-250	1.4%	0-148	0.4%	7%	False	True	7,174
20	132-050	129-160	2-210	2.0%	0-162	0.4%	38%	False	False	3,882

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	0-025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-105
2.618	132-131
1.618	131-271
1.000	131-160
0.618	131-091
HIGH	130-300
0.618	130-231
0.500	130-210
0.382	130-189
LOW	130-120
0.618	130-009
1.000	129-260
1.618	129-149
2.618	128-289
4.250	127-315

Fisher Pivots for day following 09-Feb-2012
Pivot	1 day	3 day
R1	130-210	130-290
PP	130-193	130-247
S1	130-177	130-203

Download as Excel Spreadsheet

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

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