ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 09-Mar-2012

Day Change Summary
	Previous	Current
	08-Mar-2012	09-Mar-2012	Change	Change %	Previous Week
Open	131-055	130-295	-0-080	-0.2%	131-045
High	131-085	130-315	-0-090	-0.2%	131-165
Low	130-265	130-170	-0-095	-0.2%	130-170
Close	130-290	130-230	-0-060	-0.1%	130-230
Range	0-140	0-145	0-005	3.6%	0-315
ATR	0-173	0-171	-0-002	-1.2%	0-000
Volume	778,771	968,420	189,649	24.4%	4,149,351

Daily Pivots for day following 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-033	131-277	130-310
R3	131-208	131-132	130-270
R2	131-063	131-063	130-257
R1	130-307	130-307	130-243	130-272
PP	130-238	130-238	130-238	130-221
S1	130-162	130-162	130-217	130-128
S2	130-093	130-093	130-203
S3	129-268	130-017	130-190
S4	129-123	129-192	130-150

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-280	133-090	131-083
R3	132-285	132-095	130-317
R2	131-290	131-290	130-288
R1	131-100	131-100	130-259	131-038
PP	130-295	130-295	130-295	130-264
S1	130-105	130-105	130-201	130-042
S2	129-300	129-300	130-172
S3	128-305	129-110	130-143
S4	127-310	128-115	130-057

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-165	130-170	0-315	0.8%	0-149	0.4%	19%	False	True	829,870
10	131-195	130-100	1-095	1.0%	0-174	0.4%	31%	False	False	995,997
20	131-195	130-030	1-165	1.2%	0-174	0.4%	41%	False	False	526,274
40	132-050	129-160	2-210	2.0%	0-168	0.4%	46%	False	False	265,078

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	132-291
2.618	132-055
1.618	131-230
1.000	131-140
0.618	131-085
HIGH	130-315
0.618	130-260
0.500	130-242
0.382	130-225
LOW	130-170
0.618	130-080
1.000	130-025
1.618	129-255
2.618	129-110
4.250	128-194

Fisher Pivots for day following 09-Mar-2012
Pivot	1 day	3 day
R1	130-242	130-312
PP	130-238	130-285
S1	130-234	130-258

Download as Excel Spreadsheet

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

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