ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 16-Mar-2012

Day Change Summary
	Previous	Current
	15-Mar-2012	16-Mar-2012	Change	Change %	Previous Week
Open	128-280	128-255	-0-025	-0.1%	130-240
High	129-005	128-285	-0-040	-0.1%	131-045
Low	128-070	128-030	-0-040	-0.1%	128-030
Close	128-270	128-195	-0-075	-0.2%	128-195
Range	0-255	0-255	0-000	0.0%	3-015
ATR	0-202	0-206	0-004	1.9%	0-000
Volume	1,485,581	1,242,026	-243,555	-16.4%	6,220,257

Daily Pivots for day following 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	130-295	130-180	129-015
R3	130-040	129-245	128-265
R2	129-105	129-105	128-242
R1	128-310	128-310	128-218	128-240
PP	128-170	128-170	128-170	128-135
S1	128-055	128-055	128-172	127-305
S2	127-235	127-235	128-148
S3	126-300	127-120	128-125
S4	126-045	126-185	128-055

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	138-135	136-180	130-091
R3	135-120	133-165	129-143
R2	132-105	132-105	129-054
R1	130-150	130-150	128-284	129-280
PP	129-090	129-090	129-090	128-315
S1	127-135	127-135	128-106	126-265
S2	126-075	126-075	128-016
S3	123-060	124-120	127-247
S4	120-045	121-105	126-299

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-045	128-030	3-015	2.4%	0-274	0.7%	17%	False	True	1,244,051
10	131-165	128-030	3-135	2.7%	0-212	0.5%	15%	False	True	1,036,960
20	131-195	128-030	3-165	2.7%	0-195	0.5%	15%	False	True	834,537
40	132-050	128-030	4-020	3.2%	0-183	0.4%	13%	False	True	420,544

Crabel Price Patterns
NR	False
NR4	False
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	0-024

Fibonacci Retracements and Extensions
4.250	132-089
2.618	130-313
1.618	130-058
1.000	129-220
0.618	129-123
HIGH	128-285
0.618	128-188
0.500	128-158
0.382	128-127
LOW	128-030
0.618	127-192
1.000	127-095
1.618	126-257
2.618	126-002
4.250	124-226

Fisher Pivots for day following 16-Mar-2012
Pivot	1 day	3 day
R1	128-182	129-020
PP	128-170	128-292
S1	128-158	128-243

Download as Excel Spreadsheet

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

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