ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 13-Feb-2012

Day Change Summary
	Previous	Current
	10-Feb-2012	13-Feb-2012	Change	Change %	Previous Week
Open	130-200	130-290	0-090	0.2%	131-110
High	131-080	131-040	-0-040	-0.1%	131-160
Low	130-200	130-210	0-010	0.0%	130-120
Close	131-050	130-280	-0-090	-0.2%	131-050
Range	0-200	0-150	-0-050	-25.0%	1-040
ATR	0-167	0-166	0-000	-0.3%	0-000
Volume	7,136	6,519	-617	-8.6%	51,474

Daily Pivots for day following 13-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-093	132-017	131-042
R3	131-263	131-187	131-001
R2	131-113	131-113	130-308
R1	131-037	131-037	130-294	131-000
PP	130-283	130-283	130-283	130-265
S1	130-207	130-207	130-266	130-170
S2	130-133	130-133	130-252
S3	129-303	130-057	130-239
S4	129-153	129-227	130-198

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	131-140	130-120	1-020	0.8%	0-170	0.4%	47%	False	False	9,696
10	132-050	130-120	1-250	1.4%	0-161	0.4%	28%	False	False	8,111
20	132-050	129-160	2-210	2.0%	0-161	0.4%	52%	False	False	4,525

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-038
2.618	132-113
1.618	131-283
1.000	131-190
0.618	131-133
HIGH	131-040
0.618	130-303
0.500	130-285
0.382	130-267
LOW	130-210
0.618	130-117
1.000	130-060
1.618	129-287
2.618	129-137
4.250	128-212

Fisher Pivots for day following 13-Feb-2012
Pivot	1 day	3 day
R1	130-285	130-273
PP	130-283	130-267
S1	130-282	130-260

Download as Excel Spreadsheet

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

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