ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 16-Apr-2012

Day Change Summary
	Previous	Current
	13-Apr-2012	16-Apr-2012	Change	Change %	Previous Week
Open	131-040	131-185	0-145	0.3%	131-100
High	131-215	131-290	0-075	0.2%	131-235
Low	131-035	131-150	0-115	0.3%	130-285
Close	131-170	131-220	0-050	0.1%	131-170
Range	0-180	0-140	-0-040	-22.2%	0-270
ATR	0-231	0-225	-0-007	-2.8%	0-000
Volume	917,816	984,262	66,446	7.2%	5,021,656

Daily Pivots for day following 16-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-000	132-250	131-297
R3	132-180	132-110	131-258
R2	132-040	132-040	131-246
R1	131-290	131-290	131-233	132-005
PP	131-220	131-220	131-220	131-238
S1	131-150	131-150	131-207	131-185
S2	131-080	131-080	131-194
S3	130-260	131-010	131-182
S4	130-120	130-190	131-143

Weekly Pivots for week ending 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-293	133-182	131-318
R3	133-023	132-232	131-244
R2	132-073	132-073	131-220
R1	131-282	131-282	131-195	132-018
PP	131-123	131-123	131-123	131-151
S1	131-012	131-012	131-145	131-068
S2	130-173	130-173	131-120
S3	129-223	130-062	131-096
S4	128-273	129-112	131-022

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-290	130-295	0-315	0.7%	0-175	0.4%	78%	True	False	1,089,156
10	131-290	128-245	3-045	2.4%	0-219	0.5%	93%	True	False	1,066,078
20	131-290	127-230	4-060	3.2%	0-222	0.5%	95%	True	False	1,059,204
40	131-290	127-230	4-060	3.2%	0-208	0.5%	95%	True	False	946,871
60	132-050	127-230	4-140	3.4%	0-196	0.5%	89%	False	False	633,431

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-040
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	133-245
2.618	133-017
1.618	132-197
1.000	132-110
0.618	132-057
HIGH	131-290
0.618	131-237
0.500	131-220
0.382	131-203
LOW	131-150
0.618	131-063
1.000	131-010
1.618	130-243
2.618	130-103
4.250	129-195

Fisher Pivots for day following 16-Apr-2012
Pivot	1 day	3 day
R1	131-220	131-195
PP	131-220	131-170
S1	131-220	131-145

Download as Excel Spreadsheet

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

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