ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 30-Mar-2012

Day Change Summary
	Previous	Current
	29-Mar-2012	30-Mar-2012	Change	Change %	Previous Week
Open	128-220	128-100	-0-120	-0.3%	127-280
High	128-220	128-100	-0-120	-0.3%	128-220
Low	128-220	128-080	-0-140	-0.3%	127-280
Close	128-220	128-080	-0-140	-0.3%	128-080
Range	0-000	0-020	0-020		0-260
ATR	0-110	0-112	0-002	2.0%	0-000
Volume	826	826	0	0.0%	1,699

Daily Pivots for day following 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	128-147	128-133	128-091
R3	128-127	128-113	128-086
R2	128-107	128-107	128-084
R1	128-093	128-093	128-082	128-090
PP	128-087	128-087	128-087	128-085
S1	128-073	128-073	128-078	128-070
S2	128-067	128-067	128-076
S3	128-047	128-053	128-074
S4	128-027	128-033	128-069

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	130-227	130-093	128-223
R3	129-287	129-153	128-152
R2	129-027	129-027	128-128
R1	128-213	128-213	128-104	128-280
PP	128-087	128-087	128-087	128-120
S1	127-273	127-273	128-056	128-020
S2	127-147	127-147	128-032
S3	126-207	127-013	128-008
S4	125-267	126-073	127-257

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-220	127-280	0-260	0.6%	0-016	0.0%	46%	False	False	339
10	128-220	126-270	1-270	1.4%	0-012	0.0%	76%	False	False	170
20	130-150	126-270	3-200	2.8%	0-006	0.0%	39%	False	False	85

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	0-001
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-185
2.618	128-152
1.618	128-132
1.000	128-120
0.618	128-112
HIGH	128-100
0.618	128-092
0.500	128-090
0.382	128-088
LOW	128-080
0.618	128-068
1.000	128-060
1.618	128-048
2.618	128-028
4.250	127-315

Fisher Pivots for day following 30-Mar-2012
Pivot	1 day	3 day
R1	128-090	128-150
PP	128-087	128-127
S1	128-083	128-103

Download as Excel Spreadsheet

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

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