ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 16-Feb-2012

Day Change Summary
	Previous	Current
	15-Feb-2012	16-Feb-2012	Change	Change %	Previous Week
Open	131-030	131-120	0-090	0.2%	131-110
High	131-180	131-170	-0-010	0.0%	131-160
Low	131-000	130-190	-0-130	-0.3%	130-120
Close	131-120	130-240	-0-200	-0.5%	131-050
Range	0-180	0-300	0-120	66.7%	1-040
ATR	0-167	0-176	0-010	5.7%	0-000
Volume	7,267	27,328	20,061	276.1%	51,474

Daily Pivots for day following 16-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-247	133-063	131-085
R3	132-267	132-083	131-002
R2	131-287	131-287	130-295
R1	131-103	131-103	130-268	131-045
PP	130-307	130-307	130-307	130-278
S1	130-123	130-123	130-212	130-065
S2	130-007	130-007	130-185
S3	129-027	129-143	130-158
S4	128-047	128-163	130-075

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	131-180	130-190	0-310	0.7%	0-192	0.5%	16%	False	True	10,998
10	132-050	130-120	1-250	1.4%	0-191	0.5%	21%	False	False	10,664
20	132-050	129-160	2-210	2.0%	0-172	0.4%	47%	False	False	6,551

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-037
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	135-165
2.618	133-315
1.618	133-015
1.000	132-150
0.618	132-035
HIGH	131-170
0.618	131-055
0.500	131-020
0.382	130-305
LOW	130-190
0.618	130-005
1.000	129-210
1.618	129-025
2.618	128-045
4.250	126-195

Fisher Pivots for day following 16-Feb-2012
Pivot	1 day	3 day
R1	131-020	131-025
PP	130-307	130-310
S1	130-273	130-275

Download as Excel Spreadsheet

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

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