ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 12-Apr-2012

Day Change Summary
	Previous	Current
	11-Apr-2012	12-Apr-2012	Change	Change %	Previous Week
Open	131-185	131-085	-0-100	-0.2%	129-140
High	131-190	131-150	-0-040	-0.1%	130-090
Low	131-045	131-000	-0-045	-0.1%	128-245
Close	131-080	131-045	-0-035	-0.1%	129-310
Range	0-145	0-150	0-005	3.4%	1-165
ATR	0-242	0-235	-0-007	-2.7%	0-000
Volume	1,054,586	1,105,084	50,498	4.8%	4,654,866

Daily Pivots for day following 12-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-195	132-110	131-128
R3	132-045	131-280	131-086
R2	131-215	131-215	131-072
R1	131-130	131-130	131-059	131-098
PP	131-065	131-065	131-065	131-049
S1	130-300	130-300	131-031	130-268
S2	130-235	130-235	131-018
S3	130-085	130-150	131-004
S4	129-255	130-000	130-282

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	129-125	2-110	1.8%	0-195	0.5%	75%	False	False	1,043,739
10	131-235	128-245	2-310	2.3%	0-230	0.5%	80%	False	False	1,085,344
20	131-235	127-230	4-005	3.1%	0-232	0.6%	85%	False	False	1,100,480
40	131-235	127-230	4-005	3.1%	0-212	0.5%	85%	False	False	900,184
60	132-050	127-230	4-140	3.4%	0-196	0.5%	77%	False	False	601,736

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-148
2.618	132-223
1.618	132-073
1.000	131-300
0.618	131-243
HIGH	131-150
0.618	131-093
0.500	131-075
0.382	131-057
LOW	131-000
0.618	130-227
1.000	130-170
1.618	130-077
2.618	129-247
4.250	129-002

Fisher Pivots for day following 12-Apr-2012
Pivot	1 day	3 day
R1	131-075	131-105
PP	131-065	131-085
S1	131-055	131-065

Download as Excel Spreadsheet

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

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