ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 25-Apr-2012

Day Change Summary
	Previous	Current
	24-Apr-2012	25-Apr-2012	Change	Change %	Previous Week
Open	131-305	131-220	-0-085	-0.2%	131-185
High	132-035	131-250	-0-105	-0.2%	131-290
Low	131-210	131-060	-0-150	-0.4%	131-095
Close	131-250	131-220	-0-030	-0.1%	131-215
Range	0-145	0-190	0-045	31.0%	0-195
ATR	0-192	0-192	0-000	-0.1%	0-000
Volume	844,730	1,233,201	388,471	46.0%	4,357,463

Daily Pivots for day following 25-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-107	133-033	132-004
R3	132-237	132-163	131-272
R2	132-047	132-047	131-255
R1	131-293	131-293	131-237	131-315
PP	131-177	131-177	131-177	131-188
S1	131-103	131-103	131-203	131-125
S2	130-307	130-307	131-185
S3	130-117	130-233	131-168
S4	129-247	130-043	131-116

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	131-060	0-305	0.7%	0-141	0.3%	52%	False	True	910,044
10	132-045	131-000	1-045	0.9%	0-145	0.3%	60%	False	False	925,388
20	132-045	128-245	3-120	2.6%	0-188	0.4%	87%	False	False	1,002,130
40	132-045	127-230	4-135	3.4%	0-206	0.5%	90%	False	False	1,032,992
60	132-050	127-230	4-140	3.4%	0-192	0.5%	89%	False	False	737,400
80	132-050	127-230	4-140	3.4%	0-175	0.4%	89%	False	False	553,188

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	134-098
2.618	133-107
1.618	132-237
1.000	132-120
0.618	132-047
HIGH	131-250
0.618	131-177
0.500	131-155
0.382	131-133
LOW	131-060
0.618	130-263
1.000	130-190
1.618	130-073
2.618	129-203
4.250	128-212

Fisher Pivots for day following 25-Apr-2012
Pivot	1 day	3 day
R1	131-198	131-218
PP	131-177	131-215
S1	131-155	131-212

Download as Excel Spreadsheet

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

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