ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 23-Feb-2012

Day Change Summary
	Previous	Current
	22-Feb-2012	23-Feb-2012	Change	Change %	Previous Week
Open	130-080	130-230	0-150	0.4%	130-290
High	130-260	131-000	0-060	0.1%	131-180
Low	130-040	130-150	0-110	0.3%	130-110
Close	130-250	130-300	0-050	0.1%	130-220
Range	0-220	0-170	-0-050	-22.7%	1-070
ATR	0-179	0-178	-0-001	-0.4%	0-000
Volume	50,154	103,983	53,829	107.3%	62,881

Daily Pivots for day following 23-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-127	132-063	131-074
R3	131-277	131-213	131-027
R2	131-107	131-107	131-011
R1	131-043	131-043	130-316	131-075
PP	130-257	130-257	130-257	130-272
S1	130-193	130-193	130-284	130-225
S2	130-087	130-087	130-269
S3	129-237	130-023	130-253
S4	129-067	129-173	130-206

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	131-170	130-030	1-140	1.1%	0-198	0.5%	59%	False	False	41,853
10	131-180	130-030	1-150	1.1%	0-183	0.4%	57%	False	False	25,282
20	132-050	130-030	2-020	1.6%	0-166	0.4%	41%	False	False	15,522
40	132-050	129-160	2-210	2.0%	0-143	0.3%	54%	False	False	7,888

Crabel Price Patterns
NR	True
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	0-035
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-082
2.618	132-125
1.618	131-275
1.000	131-170
0.618	131-105
HIGH	131-000
0.618	130-255
0.500	130-235
0.382	130-215
LOW	130-150
0.618	130-045
1.000	129-300
1.618	129-195
2.618	129-025
4.250	128-068

Fisher Pivots for day following 23-Feb-2012
Pivot	1 day	3 day
R1	130-278	130-258
PP	130-257	130-217
S1	130-235	130-175

Download as Excel Spreadsheet

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

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