ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 18-Apr-2012

Day Change Summary
	Previous	Current
	17-Apr-2012	18-Apr-2012	Change	Change %	Previous Week
Open	131-200	131-150	-0-050	-0.1%	131-100
High	131-250	131-220	-0-030	-0.1%	131-235
Low	131-100	131-095	-0-005	0.0%	130-285
Close	131-135	131-180	0-045	0.1%	131-170
Range	0-150	0-125	-0-025	-16.7%	0-270
ATR	0-220	0-213	-0-007	-3.1%	0-000
Volume	909,740	786,759	-122,981	-13.5%	5,021,656

Daily Pivots for day following 18-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-220	132-165	131-249
R3	132-095	132-040	131-214
R2	131-290	131-290	131-203
R1	131-235	131-235	131-191	131-262
PP	131-165	131-165	131-165	131-179
S1	131-110	131-110	131-169	131-138
S2	131-040	131-040	131-157
S3	130-235	130-305	131-146
S4	130-110	130-180	131-111

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	131-000	0-290	0.7%	0-149	0.4%	62%	False	False	940,732
10	131-290	128-245	3-045	2.4%	0-182	0.4%	89%	False	False	1,006,362
20	131-290	127-265	4-025	3.1%	0-208	0.5%	92%	False	False	1,027,567
40	131-290	127-230	4-060	3.2%	0-208	0.5%	92%	False	False	988,588
60	132-050	127-230	4-140	3.4%	0-196	0.5%	87%	False	False	661,701

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-032
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	133-111
2.618	132-227
1.618	132-102
1.000	132-025
0.618	131-297
HIGH	131-220
0.618	131-172
0.500	131-158
0.382	131-143
LOW	131-095
0.618	131-018
1.000	130-290
1.618	130-213
2.618	130-088
4.250	129-204

Fisher Pivots for day following 18-Apr-2012
Pivot	1 day	3 day
R1	131-172	131-192
PP	131-165	131-188
S1	131-158	131-184

Download as Excel Spreadsheet

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

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