ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 21-Feb-2012

Day Change Summary
	Previous	Current
	17-Feb-2012	21-Feb-2012	Change	Change %	Previous Week
Open	130-260	130-170	-0-090	-0.2%	130-290
High	130-260	130-180	-0-080	-0.2%	131-180
Low	130-110	130-030	-0-080	-0.2%	130-110
Close	130-220	130-110	-0-110	-0.3%	130-220
Range	0-150	0-150	0-000	0.0%	1-070
ATR	0-175	0-176	0-001	0.6%	0-000
Volume	15,024	12,778	-2,246	-14.9%	62,881

Daily Pivots for day following 21-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	131-237	131-163	130-192
R3	131-087	131-013	130-151
R2	130-257	130-257	130-138
R1	130-183	130-183	130-124	130-145
PP	130-107	130-107	130-107	130-088
S1	130-033	130-033	130-096	129-315
S2	129-277	129-277	130-082
S3	129-127	129-203	130-069
S4	128-297	129-053	130-028

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-167	133-263	131-114
R3	133-097	132-193	131-007
R2	132-027	132-027	130-292
R1	131-123	131-123	130-256	131-040
PP	130-277	130-277	130-277	130-235
S1	130-053	130-053	130-184	129-290
S2	129-207	129-207	130-148
S3	128-137	128-303	130-113
S4	127-067	127-233	130-006

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-180	130-030	1-150	1.1%	0-182	0.4%	17%	False	True	13,828
10	131-180	130-030	1-150	1.1%	0-176	0.4%	17%	False	True	11,762
20	132-050	129-180	2-190	2.0%	0-173	0.4%	30%	False	False	7,927

Crabel Price Patterns
NR	False
NR4	False
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	0-031

Fibonacci Retracements and Extensions
4.250	132-178
2.618	131-253
1.618	131-103
1.000	131-010
0.618	130-273
HIGH	130-180
0.618	130-123
0.500	130-105
0.382	130-087
LOW	130-030
0.618	129-257
1.000	129-200
1.618	129-107
2.618	128-277
4.250	128-032

Fisher Pivots for day following 21-Feb-2012
Pivot	1 day	3 day
R1	130-108	130-260
PP	130-107	130-210
S1	130-105	130-160

Download as Excel Spreadsheet

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

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