ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 11-Apr-2012

Day Change Summary
	Previous	Current
	10-Apr-2012	11-Apr-2012	Change	Change %	Previous Week
Open	131-020	131-185	0-165	0.4%	129-140
High	131-235	131-190	-0-045	-0.1%	130-090
Low	130-295	131-045	0-070	0.2%	128-245
Close	131-190	131-080	-0-110	-0.3%	129-310
Range	0-260	0-145	-0-115	-44.2%	1-165
ATR	0-249	0-242	-0-007	-3.0%	0-000
Volume	1,384,035	1,054,586	-329,449	-23.8%	4,654,866

Daily Pivots for day following 11-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-220	132-135	131-160
R3	132-075	131-310	131-120
R2	131-250	131-250	131-107
R1	131-165	131-165	131-093	131-135
PP	131-105	131-105	131-105	131-090
S1	131-020	131-020	131-067	130-310
S2	130-280	130-280	131-053
S3	130-135	130-195	131-040
S4	129-310	130-050	131-000

Weekly Pivots for week ending 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-070	133-195	130-257
R3	132-225	132-030	130-123
R2	131-060	131-060	130-079
R1	130-185	130-185	130-034	130-282
PP	129-215	129-215	129-215	129-264
S1	129-020	129-020	129-266	129-118
S2	128-050	128-050	129-221
S3	126-205	127-175	129-177
S4	125-040	126-010	129-043

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-235	128-245	2-310	2.3%	0-215	0.5%	84%	False	False	1,071,993
10	131-235	128-245	2-310	2.3%	0-231	0.6%	84%	False	False	1,078,872
20	131-235	127-230	4-005	3.1%	0-247	0.6%	88%	False	False	1,132,131
40	131-235	127-230	4-005	3.1%	0-212	0.5%	88%	False	False	872,725
60	132-050	127-230	4-140	3.4%	0-195	0.5%	80%	False	False	583,325

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-166
2.618	132-250
1.618	132-105
1.000	132-015
0.618	131-280
HIGH	131-190
0.618	131-135
0.500	131-118
0.382	131-100
LOW	131-045
0.618	130-275
1.000	130-220
1.618	130-130
2.618	129-305
4.250	129-069

Fisher Pivots for day following 11-Apr-2012
Pivot	1 day	3 day
R1	131-118	131-100
PP	131-105	131-093
S1	131-092	131-087

Download as Excel Spreadsheet

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

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