ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 27-Feb-2012

Day Change Summary
	Previous	Current
	24-Feb-2012	27-Feb-2012	Change	Change %	Previous Week
Open	130-260	130-295	0-035	0.1%	130-170
High	131-000	131-140	0-140	0.3%	131-000
Low	130-230	130-280	0-050	0.1%	130-030
Close	130-300	131-110	0-130	0.3%	130-300
Range	0-090	0-180	0-090	100.0%	0-290
ATR	0-172	0-172	0-001	0.3%	0-000
Volume	328,579	1,194,400	865,821	263.5%	495,494

Daily Pivots for day following 27-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-290	132-220	131-209
R3	132-110	132-040	131-160
R2	131-250	131-250	131-143
R1	131-180	131-180	131-126	131-215
PP	131-070	131-070	131-070	131-088
S1	131-000	131-000	131-094	131-035
S2	130-210	130-210	131-077
S3	130-030	130-140	131-060
S4	129-170	129-280	131-011

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-127	133-023	131-140
R3	132-157	132-053	131-060
R2	131-187	131-187	131-033
R1	131-083	131-083	131-007	131-135
PP	130-217	130-217	130-217	130-242
S1	130-113	130-113	130-273	130-165
S2	129-247	129-247	130-247
S3	128-277	129-143	130-220
S4	127-307	128-173	130-140

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-140	130-030	1-110	1.0%	0-162	0.4%	93%	True	False	337,978
10	131-180	130-030	1-150	1.1%	0-172	0.4%	85%	False	False	175,277
20	132-050	130-030	2-020	1.6%	0-164	0.4%	61%	False	False	91,510
40	132-050	129-160	2-210	2.0%	0-143	0.3%	69%	False	False	45,962

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	0-036
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-265
2.618	132-291
1.618	132-111
1.000	132-000
0.618	131-251
HIGH	131-140
0.618	131-071
0.500	131-050
0.382	131-029
LOW	130-280
0.618	130-169
1.000	130-100
1.618	129-309
2.618	129-129
4.250	128-155

Fisher Pivots for day following 27-Feb-2012
Pivot	1 day	3 day
R1	131-090	131-068
PP	131-070	131-027
S1	131-050	130-305

Download as Excel Spreadsheet

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

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