ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 08-Mar-2012

Day Change Summary
	Previous	Current
	07-Mar-2012	08-Mar-2012	Change	Change %	Previous Week
Open	131-135	131-055	-0-080	-0.2%	130-295
High	131-135	131-085	-0-050	-0.1%	131-195
Low	131-045	130-265	-0-100	-0.2%	130-100
Close	131-070	130-290	-0-100	-0.2%	131-030
Range	0-090	0-140	0-050	55.6%	1-095
ATR	0-176	0-173	-0-003	-1.4%	0-000
Volume	772,941	778,771	5,830	0.8%	5,810,628

Daily Pivots for day following 08-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-100	132-015	131-047
R3	131-280	131-195	131-008
R2	131-140	131-140	130-316
R1	131-055	131-055	130-303	131-028
PP	131-000	131-000	131-000	130-306
S1	130-235	130-235	130-277	130-208
S2	130-180	130-180	130-264
S3	130-040	130-095	130-252
S4	129-220	129-275	130-213

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	130-165	1-000	0.8%	0-164	0.4%	39%	False	False	803,564
10	131-195	130-100	1-095	1.0%	0-169	0.4%	46%	False	False	932,013
20	131-195	130-030	1-165	1.2%	0-176	0.4%	54%	False	False	478,647
40	132-050	129-160	2-210	2.0%	0-167	0.4%	53%	False	False	240,886

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-040
2.618	132-132
1.618	131-312
1.000	131-225
0.618	131-172
HIGH	131-085
0.618	131-032
0.500	131-015
0.382	130-318
LOW	130-265
0.618	130-178
1.000	130-125
1.618	130-038
2.618	129-218
4.250	128-310

Fisher Pivots for day following 08-Mar-2012
Pivot	1 day	3 day
R1	131-015	131-050
PP	131-000	131-023
S1	130-305	130-317

Download as Excel Spreadsheet

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

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