ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 10-Feb-2012

Day Change Summary
	Previous	Current
	09-Feb-2012	10-Feb-2012	Change	Change %	Previous Week
Open	130-270	130-200	-0-070	-0.2%	131-110
High	130-300	131-080	0-100	0.2%	131-160
Low	130-120	130-200	0-080	0.2%	130-120
Close	130-160	131-050	0-210	0.5%	131-050
Range	0-180	0-200	0-020	11.1%	1-040
ATR	0-161	0-167	0-006	3.5%	0-000
Volume	15,888	7,136	-8,752	-55.1%	51,474

Daily Pivots for day following 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-283	132-207	131-160
R3	132-083	132-007	131-105
R2	131-203	131-203	131-087
R1	131-127	131-127	131-068	131-165
PP	131-003	131-003	131-003	131-022
S1	130-247	130-247	131-032	130-285
S2	130-123	130-123	131-013
S3	129-243	130-047	130-315
S4	129-043	129-167	130-260

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-123	133-287	131-248
R3	133-083	132-247	131-149
R2	132-043	132-043	131-116
R1	131-207	131-207	131-083	131-105
PP	131-003	131-003	131-003	130-272
S1	130-167	130-167	131-017	130-065
S2	129-283	129-283	130-304
S3	128-243	129-127	130-271
S4	127-203	128-087	130-172

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-160	130-120	1-040	0.9%	0-162	0.4%	69%	False	False	10,294
10	132-050	130-120	1-250	1.4%	0-157	0.4%	44%	False	False	7,743
20	132-050	129-160	2-210	2.0%	0-166	0.4%	62%	False	False	4,223

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 3 trading days

Fibonacci Retracements and Extensions
4.250	133-290
2.618	132-284
1.618	132-084
1.000	131-280
0.618	131-204
HIGH	131-080
0.618	131-004
0.500	130-300
0.382	130-276
LOW	130-200
0.618	130-076
1.000	130-000
1.618	129-196
2.618	128-316
4.250	127-310

Fisher Pivots for day following 10-Feb-2012
Pivot	1 day	3 day
R1	131-027	131-013
PP	131-003	130-297
S1	130-300	130-260

Download as Excel Spreadsheet

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

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