ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 27-Mar-2012

Day Change Summary
	Previous	Current
	26-Mar-2012	27-Mar-2012	Change	Change %	Previous Week
Open	127-280	128-100	0-140	0.3%	127-000
High	127-280	128-100	0-140	0.3%	127-280
Low	127-280	128-100	0-140	0.3%	126-270
Close	127-280	128-100	0-140	0.3%	127-280
Range
ATR	0-111	0-113	0-002	1.9%	0-000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 27-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	128-100	128-100	128-100
R3	128-100	128-100	128-100
R2	128-100	128-100	128-100
R1	128-100	128-100	128-100	128-100
PP	128-100	128-100	128-100	128-100
S1	128-100	128-100	128-100	128-100
S2	128-100	128-100	128-100
S3	128-100	128-100	128-100
S4	128-100	128-100	128-100

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	130-200	130-090	128-142
R3	129-190	129-080	128-051
R2	128-180	128-180	128-020
R1	128-070	128-070	127-310	128-125
PP	127-170	127-170	127-170	127-198
S1	127-060	127-060	127-250	127-115
S2	126-160	126-160	127-220
S3	125-150	126-050	127-189
S4	124-140	125-040	127-098

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-100	127-120	0-300	0.7%	0-008	0.0%	100%	True	False	1
10	128-100	126-270	1-150	1.1%	0-004	0.0%	100%	True	False	1

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	0-000

Fibonacci Retracements and Extensions
4.250	128-100
2.618	128-100
1.618	128-100
1.000	128-100
0.618	128-100
HIGH	128-100
0.618	128-100
0.500	128-100
0.382	128-100
LOW	128-100
0.618	128-100
1.000	128-100
1.618	128-100
2.618	128-100
4.250	128-100

Fisher Pivots for day following 27-Mar-2012
Pivot	1 day	3 day
R1	128-100	128-077
PP	128-100	128-053
S1	128-100	128-030

Download as Excel Spreadsheet

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

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