ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 23-Apr-2012

Day Change Summary
	Previous	Current
	20-Apr-2012	23-Apr-2012	Change	Change %	Previous Week
Open	131-210	131-230	0-020	0.0%	131-185
High	131-250	132-045	0-115	0.3%	131-290
Low	131-145	131-225	0-080	0.2%	131-095
Close	131-215	131-315	0-100	0.2%	131-215
Range	0-105	0-140	0-035	33.3%	0-195
ATR	0-199	0-196	-0-004	-1.8%	0-000
Volume	696,774	795,588	98,814	14.2%	4,357,463

Daily Pivots for day following 23-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-082	133-018	132-072
R3	132-262	132-198	132-034
R2	132-122	132-122	132-021
R1	132-058	132-058	132-008	132-090
PP	131-302	131-302	131-302	131-318
S1	131-238	131-238	131-302	131-270
S2	131-162	131-162	131-289
S3	131-022	131-098	131-276
S4	130-202	130-278	131-238

Weekly Pivots for week ending 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-145	133-055	132-002
R3	132-270	132-180	131-269
R2	132-075	132-075	131-251
R1	131-305	131-305	131-233	132-030
PP	131-200	131-200	131-200	131-222
S1	131-110	131-110	131-197	131-155
S2	131-005	131-005	131-179
S3	130-130	130-235	131-161
S4	129-255	130-040	131-108

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-045	131-095	0-270	0.6%	0-129	0.3%	81%	True	False	833,757
10	132-045	130-295	1-070	0.9%	0-152	0.4%	87%	True	False	961,457
20	132-045	128-200	3-165	2.7%	0-192	0.5%	96%	True	False	990,167
40	132-045	127-230	4-135	3.4%	0-205	0.5%	96%	True	False	1,038,327
60	132-050	127-230	4-140	3.4%	0-190	0.5%	96%	False	False	702,839
80	132-050	127-230	4-140	3.4%	0-175	0.4%	96%	False	False	527,215

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-036
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	134-000
2.618	133-092
1.618	132-272
1.000	132-185
0.618	132-132
HIGH	132-045
0.618	131-312
0.500	131-295
0.382	131-278
LOW	131-225
0.618	131-138
1.000	131-085
1.618	130-318
2.618	130-178
4.250	129-270

Fisher Pivots for day following 23-Apr-2012
Pivot	1 day	3 day
R1	131-308	131-293
PP	131-302	131-272
S1	131-295	131-250

Download as Excel Spreadsheet

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

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