ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 24-Apr-2012

Day Change Summary
	Previous	Current
	23-Apr-2012	24-Apr-2012	Change	Change %	Previous Week
Open	131-230	131-305	0-075	0.2%	131-185
High	132-045	132-035	-0-010	0.0%	131-290
Low	131-225	131-210	-0-015	0.0%	131-095
Close	131-315	131-250	-0-065	-0.2%	131-215
Range	0-140	0-145	0-005	3.6%	0-195
ATR	0-196	0-192	-0-004	-1.9%	0-000
Volume	795,588	844,730	49,142	6.2%	4,357,463

Daily Pivots for day following 24-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-067	132-303	132-010
R3	132-242	132-158	131-290
R2	132-097	132-097	131-277
R1	132-013	132-013	131-263	131-302
PP	131-272	131-272	131-272	131-256
S1	131-188	131-188	131-237	131-158
S2	131-127	131-127	131-223
S3	130-302	131-043	131-210
S4	130-157	130-218	131-170

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%	0-128	0.3%	57%	False	False	820,755
10	132-045	131-000	1-045	0.9%	0-140	0.3%	68%	False	False	907,526
20	132-045	128-245	3-120	2.6%	0-191	0.5%	89%	False	False	988,080
40	132-045	127-230	4-135	3.4%	0-204	0.5%	92%	False	False	1,029,586
60	132-050	127-230	4-140	3.4%	0-191	0.5%	92%	False	False	716,894
80	132-050	127-230	4-140	3.4%	0-174	0.4%	92%	False	False	537,774

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-037
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	134-011
2.618	133-095
1.618	132-270
1.000	132-180
0.618	132-125
HIGH	132-035
0.618	131-300
0.500	131-282
0.382	131-265
LOW	131-210
0.618	131-120
1.000	131-065
1.618	130-295
2.618	130-150
4.250	129-234

Fisher Pivots for day following 24-Apr-2012
Pivot	1 day	3 day
R1	131-282	131-255
PP	131-272	131-253
S1	131-261	131-252

Download as Excel Spreadsheet

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

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