ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 26-Apr-2012

Day Change Summary
	Previous	Current
	25-Apr-2012	26-Apr-2012	Change	Change %	Previous Week
Open	131-220	131-230	0-010	0.0%	131-185
High	131-250	132-040	0-110	0.3%	131-290
Low	131-060	131-190	0-130	0.3%	131-095
Close	131-220	131-295	0-075	0.2%	131-215
Range	0-190	0-170	-0-020	-10.5%	0-195
ATR	0-192	0-190	-0-002	-0.8%	0-000
Volume	1,233,201	1,091,669	-141,532	-11.5%	4,357,463

Daily Pivots for day following 26-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-152	133-073	132-068
R3	132-302	132-223	132-022
R2	132-132	132-132	132-006
R1	132-053	132-053	131-311	132-092
PP	131-282	131-282	131-282	131-301
S1	131-203	131-203	131-279	131-242
S2	131-112	131-112	131-264
S3	130-262	131-033	131-248
S4	130-092	130-183	131-202

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%	0-150	0.4%	77%	False	False	932,392
10	132-045	131-035	1-010	0.8%	0-147	0.3%	79%	False	False	924,046
20	132-045	128-245	3-120	2.6%	0-188	0.4%	94%	False	False	1,004,695
40	132-045	127-230	4-135	3.4%	0-204	0.5%	95%	False	False	1,023,862
60	132-050	127-230	4-140	3.4%	0-192	0.5%	95%	False	False	755,481
80	132-050	127-230	4-140	3.4%	0-177	0.4%	95%	False	False	566,834

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0-037
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-122
2.618	133-165
1.618	132-315
1.000	132-210
0.618	132-145
HIGH	132-040
0.618	131-295
0.500	131-275
0.382	131-255
LOW	131-190
0.618	131-085
1.000	131-020
1.618	130-235
2.618	130-065
4.250	129-108

Fisher Pivots for day following 26-Apr-2012
Pivot	1 day	3 day
R1	131-288	131-267
PP	131-282	131-238
S1	131-275	131-210

Download as Excel Spreadsheet

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

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