ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 19-Apr-2012

Day Change Summary
	Previous	Current
	18-Apr-2012	19-Apr-2012	Change	Change %	Previous Week
Open	131-150	131-195	0-045	0.1%	131-100
High	131-220	131-260	0-040	0.1%	131-235
Low	131-095	131-135	0-040	0.1%	130-285
Close	131-180	131-245	0-065	0.2%	131-170
Range	0-125	0-125	0-000	0.0%	0-270
ATR	0-213	0-207	-0-006	-2.9%	0-000
Volume	786,759	979,928	193,169	24.6%	5,021,656

Daily Pivots for day following 19-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-268	132-222	131-314
R3	132-143	132-097	131-279
R2	132-018	132-018	131-268
R1	131-292	131-292	131-256	131-315
PP	131-213	131-213	131-213	131-225
S1	131-167	131-167	131-234	131-190
S2	131-088	131-088	131-222
S3	130-283	131-042	131-211
S4	130-158	130-237	131-176

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	131-035	0-255	0.6%	0-144	0.3%	82%	False	False	915,701
10	131-290	129-125	2-165	1.9%	0-170	0.4%	94%	False	False	979,720
20	131-290	128-130	3-160	2.7%	0-201	0.5%	96%	False	False	1,019,825
40	131-290	127-230	4-060	3.2%	0-206	0.5%	97%	False	False	1,011,832
60	132-050	127-230	4-140	3.4%	0-196	0.5%	91%	False	False	678,022
80	132-050	127-230	4-140	3.4%	0-172	0.4%	91%	False	False	508,560

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-036

Fibonacci Retracements and Extensions
4.250	133-151
2.618	132-267
1.618	132-142
1.000	132-065
0.618	132-017
HIGH	131-260
0.618	131-212
0.500	131-198
0.382	131-183
LOW	131-135
0.618	131-058
1.000	131-010
1.618	130-253
2.618	130-128
4.250	129-244

Fisher Pivots for day following 19-Apr-2012
Pivot	1 day	3 day
R1	131-229	131-222
PP	131-213	131-200
S1	131-198	131-178

Download as Excel Spreadsheet

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

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