ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 22-Feb-2012

Day Change Summary
	Previous	Current
	21-Feb-2012	22-Feb-2012	Change	Change %	Previous Week
Open	130-170	130-080	-0-090	-0.2%	130-290
High	130-180	130-260	0-080	0.2%	131-180
Low	130-030	130-040	0-010	0.0%	130-110
Close	130-110	130-250	0-140	0.3%	130-220
Range	0-150	0-220	0-070	46.7%	1-070
ATR	0-176	0-179	0-003	1.8%	0-000
Volume	12,778	50,154	37,376	292.5%	62,881

Daily Pivots for day following 22-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-203	132-127	131-051
R3	131-303	131-227	130-310
R2	131-083	131-083	130-290
R1	131-007	131-007	130-270	131-045
PP	130-183	130-183	130-183	130-202
S1	130-107	130-107	130-230	130-145
S2	129-283	129-283	130-210
S3	129-063	129-207	130-190
S4	128-163	128-307	130-129

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%	0-200	0.5%	47%	False	False	22,510
10	131-180	130-030	1-150	1.1%	0-178	0.4%	47%	False	False	15,969
20	132-050	129-250	2-120	1.8%	0-178	0.4%	42%	False	False	10,400
40	132-050	129-130	2-240	2.1%	0-139	0.3%	50%	False	False	5,288

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	0-030
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-235
2.618	132-196
1.618	131-296
1.000	131-160
0.618	131-076
HIGH	130-260
0.618	130-176
0.500	130-150
0.382	130-124
LOW	130-040
0.618	129-224
1.000	129-140
1.618	129-004
2.618	128-104
4.250	127-065

Fisher Pivots for day following 22-Feb-2012
Pivot	1 day	3 day
R1	130-217	130-215
PP	130-183	130-180
S1	130-150	130-145

Download as Excel Spreadsheet

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

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