ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 28-Feb-2012

Day Change Summary
	Previous	Current
	27-Feb-2012	28-Feb-2012	Change	Change %	Previous Week
Open	130-295	131-090	0-115	0.3%	130-170
High	131-140	131-195	0-055	0.1%	131-000
Low	130-280	131-060	0-100	0.2%	130-030
Close	131-110	131-125	0-015	0.0%	130-300
Range	0-180	0-135	-0-045	-25.0%	0-290
ATR	0-172	0-170	-0-003	-1.6%	0-000
Volume	1,194,400	1,096,957	-97,443	-8.2%	495,494

Daily Pivots for day following 28-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-212	132-143	131-199
R3	132-077	132-008	131-162
R2	131-262	131-262	131-150
R1	131-193	131-193	131-137	131-228
PP	131-127	131-127	131-127	131-144
S1	131-058	131-058	131-113	131-092
S2	130-312	130-312	131-100
S3	130-177	130-243	131-088
S4	130-042	130-108	131-051

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	131-195	130-040	1-155	1.1%	0-159	0.4%	85%	True	False	554,814
10	131-195	130-030	1-165	1.2%	0-170	0.4%	86%	True	False	284,321
20	132-050	130-030	2-020	1.6%	0-166	0.4%	63%	False	False	146,216
40	132-050	129-160	2-210	2.0%	0-145	0.3%	71%	False	False	73,385

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	0-032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-129
2.618	132-228
1.618	132-093
1.000	132-010
0.618	131-278
HIGH	131-195
0.618	131-143
0.500	131-128
0.382	131-112
LOW	131-060
0.618	130-297
1.000	130-245
1.618	130-162
2.618	130-027
4.250	129-126

Fisher Pivots for day following 28-Feb-2012
Pivot	1 day	3 day
R1	131-128	131-101
PP	131-127	131-077
S1	131-126	131-052

Download as Excel Spreadsheet

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

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