ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 06-Mar-2012

Day Change Summary
	Previous	Current
	05-Mar-2012	06-Mar-2012	Change	Change %	Previous Week
Open	131-045	130-270	-0-095	-0.2%	130-295
High	131-090	131-165	0-075	0.2%	131-195
Low	130-270	130-255	-0-015	0.0%	130-100
Close	130-280	131-135	0-175	0.4%	131-030
Range	0-140	0-230	0-090	64.3%	1-095
ATR	0-178	0-182	0-004	2.1%	0-000
Volume	737,544	891,675	154,131	20.9%	5,810,628

Daily Pivots for day following 06-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-128	133-042	131-262
R3	132-218	132-132	131-198
R2	131-308	131-308	131-177
R1	131-222	131-222	131-156	131-265
PP	131-078	131-078	131-078	131-100
S1	130-312	130-312	131-114	131-035
S2	130-168	130-168	131-093
S3	129-258	130-082	131-072
S4	129-028	129-172	131-008

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	131-165	130-100	1-065	0.9%	0-211	0.5%	92%	True	False	1,029,698
10	131-195	130-040	1-155	1.1%	0-185	0.4%	87%	False	False	792,256
20	131-195	130-030	1-165	1.2%	0-180	0.4%	88%	False	False	402,009
40	132-050	129-160	2-210	2.0%	0-163	0.4%	72%	False	False	202,094

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

Fibonacci Retracements and Extensions
4.250	134-182
2.618	133-127
1.618	132-217
1.000	132-075
0.618	131-307
HIGH	131-165
0.618	131-077
0.500	131-050
0.382	131-023
LOW	130-255
0.618	130-113
1.000	130-025
1.618	129-203
2.618	128-293
4.250	127-238

Fisher Pivots for day following 06-Mar-2012
Pivot	1 day	3 day
R1	131-107	131-092
PP	131-078	131-048
S1	131-050	131-005

Download as Excel Spreadsheet

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

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