ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 05-Mar-2012

Day Change Summary
	Previous	Current
	02-Mar-2012	05-Mar-2012	Change	Change %	Previous Week
Open	130-195	131-045	0-170	0.4%	130-295
High	131-065	131-090	0-025	0.1%	131-195
Low	130-165	130-270	0-105	0.3%	130-100
Close	131-030	130-280	-0-070	-0.2%	131-030
Range	0-220	0-140	-0-080	-36.4%	1-095
ATR	0-181	0-178	-0-003	-1.6%	0-000
Volume	836,892	737,544	-99,348	-11.9%	5,810,628

Daily Pivots for day following 05-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-100	132-010	131-037
R3	131-280	131-190	130-318
R2	131-140	131-140	130-306
R1	131-050	131-050	130-293	131-025
PP	131-000	131-000	131-000	130-308
S1	130-230	130-230	130-267	130-205
S2	130-180	130-180	130-254
S3	130-040	130-090	130-242
S4	129-220	129-270	130-203

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-287	134-093	131-258
R3	133-192	132-318	131-144
R2	132-097	132-097	131-106
R1	131-223	131-223	131-068	132-000
PP	131-002	131-002	131-002	131-050
S1	130-128	130-128	130-312	130-225
S2	129-227	129-227	130-274
S3	128-132	129-033	130-236
S4	127-037	127-258	130-122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-195	130-100	1-095	1.0%	0-192	0.5%	43%	False	False	1,070,754
10	131-195	130-030	1-165	1.2%	0-177	0.4%	52%	False	False	704,366
20	131-195	130-030	1-165	1.2%	0-174	0.4%	52%	False	False	357,901
40	132-050	129-160	2-210	2.0%	0-160	0.4%	52%	False	False	179,802

Crabel Price Patterns
NR	True
NR4	True
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	0-033
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	133-045
2.618	132-137
1.618	131-317
1.000	131-230
0.618	131-177
HIGH	131-090
0.618	131-037
0.500	131-020
0.382	131-003
LOW	130-270
0.618	130-183
1.000	130-130
1.618	130-043
2.618	129-223
4.250	128-315

Fisher Pivots for day following 05-Mar-2012
Pivot	1 day	3 day
R1	131-020	130-272
PP	131-000	130-263
S1	130-300	130-255

Download as Excel Spreadsheet

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

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