ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 29-Feb-2012

Day Change Summary
	Previous	Current
	28-Feb-2012	29-Feb-2012	Change	Change %	Previous Week
Open	131-090	131-100	0-010	0.0%	130-170
High	131-195	131-150	-0-045	-0.1%	131-000
Low	131-060	130-230	-0-150	-0.4%	130-030
Close	131-125	130-305	-0-140	-0.3%	130-300
Range	0-135	0-240	0-105	77.8%	0-290
ATR	0-170	0-175	0-005	3.0%	0-000
Volume	1,096,957	1,456,845	359,888	32.8%	495,494

Daily Pivots for day following 29-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-095	132-280	131-117
R3	132-175	132-040	131-051
R2	131-255	131-255	131-029
R1	131-120	131-120	131-007	131-068
PP	131-015	131-015	131-015	130-309
S1	130-200	130-200	130-283	130-148
S2	130-095	130-095	130-261
S3	129-175	129-280	130-239
S4	128-255	129-040	130-173

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	130-150	1-045	0.9%	0-163	0.4%	42%	False	False	836,152
10	131-195	130-030	1-165	1.2%	0-182	0.4%	57%	False	False	429,331
20	132-050	130-030	2-020	1.6%	0-170	0.4%	42%	False	False	218,720
40	132-050	129-160	2-210	2.0%	0-150	0.4%	55%	False	False	109,805

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	134-210
2.618	133-138
1.618	132-218
1.000	132-070
0.618	131-298
HIGH	131-150
0.618	131-058
0.500	131-030
0.382	131-002
LOW	130-230
0.618	130-082
1.000	129-310
1.618	129-162
2.618	128-242
4.250	127-170

Fisher Pivots for day following 29-Feb-2012
Pivot	1 day	3 day
R1	131-030	131-052
PP	131-015	131-030
S1	131-000	131-008

Download as Excel Spreadsheet

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

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