ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 14-Feb-2012

Day Change Summary
	Previous	Current
	13-Feb-2012	14-Feb-2012	Change	Change %	Previous Week
Open	130-290	131-030	0-060	0.1%	131-110
High	131-040	131-120	0-080	0.2%	131-160
Low	130-210	130-310	0-100	0.2%	130-120
Close	130-280	131-100	0-140	0.3%	131-050
Range	0-150	0-130	-0-020	-13.3%	1-040
ATR	0-166	0-166	0-000	-0.3%	0-000
Volume	6,519	6,743	224	3.4%	51,474

Daily Pivots for day following 14-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-140	132-090	131-172
R3	132-010	131-280	131-136
R2	131-200	131-200	131-124
R1	131-150	131-150	131-112	131-175
PP	131-070	131-070	131-070	131-082
S1	131-020	131-020	131-088	131-045
S2	130-260	130-260	131-076
S3	130-130	130-210	131-064
S4	130-000	130-080	131-028

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	131-120	130-120	1-000	0.8%	0-156	0.4%	94%	True	False	9,429
10	132-050	130-120	1-250	1.4%	0-158	0.4%	53%	False	False	8,108
20	132-050	129-160	2-210	2.0%	0-162	0.4%	68%	False	False	4,842

Crabel Price Patterns
NR	True
NR4	True
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	0-030
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	133-032
2.618	132-140
1.618	132-010
1.000	131-250
0.618	131-200
HIGH	131-120
0.618	131-070
0.500	131-055
0.382	131-040
LOW	130-310
0.618	130-230
1.000	130-180
1.618	130-100
2.618	129-290
4.250	129-078

Fisher Pivots for day following 14-Feb-2012
Pivot	1 day	3 day
R1	131-085	131-067
PP	131-070	131-033
S1	131-055	131-000

Download as Excel Spreadsheet

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

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