ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 22-Mar-2012

Day Change Summary
	Previous	Current
	21-Mar-2012	22-Mar-2012	Change	Change %	Previous Week
Open	127-120	127-220	0-100	0.2%	129-260
High	127-120	127-220	0-100	0.2%	129-260
Low	127-120	127-180	0-060	0.1%	127-210
Close	127-120	127-180	0-060	0.1%	127-210
Range	0-000	0-040	0-040		2-050
ATR	0-122	0-121	-0-002	-1.3%	0-000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 22-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	127-313	127-287	127-202
R3	127-273	127-247	127-191
R2	127-233	127-233	127-187
R1	127-207	127-207	127-184	127-200
PP	127-193	127-193	127-193	127-190
S1	127-167	127-167	127-176	127-160
S2	127-153	127-153	127-173
S3	127-113	127-127	127-169
S4	127-073	127-087	127-158

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-270	133-130	128-270
R3	132-220	131-080	128-080
R2	130-170	130-170	128-016
R1	129-030	129-030	127-273	128-235
PP	128-120	128-120	128-120	128-062
S1	126-300	126-300	127-147	126-185
S2	126-070	126-070	127-084
S3	124-020	124-250	127-020
S4	121-290	122-200	126-150

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-220	126-270	0-270	0.7%	0-008	0.0%	85%	True	False	1
10	129-260	126-270	2-310	2.3%	0-004	0.0%	24%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	128-070
2.618	128-005
1.618	127-285
1.000	127-260
0.618	127-245
HIGH	127-220
0.618	127-205
0.500	127-200
0.382	127-195
LOW	127-180
0.618	127-155
1.000	127-140
1.618	127-115
2.618	127-075
4.250	127-010

Fisher Pivots for day following 22-Mar-2012
Pivot	1 day	3 day
R1	127-200	127-148
PP	127-193	127-117
S1	127-187	127-085

Download as Excel Spreadsheet

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

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