ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 01-May-2012

Day Change Summary
	Previous	Current
	30-Apr-2012	01-May-2012	Change	Change %	Previous Week
Open	132-045	132-075	0-030	0.1%	131-230
High	132-120	132-130	0-010	0.0%	132-170
Low	132-000	131-295	-0-025	-0.1%	131-060
Close	132-090	131-310	-0-100	-0.2%	132-050
Range	0-120	0-155	0-035	29.2%	1-110
ATR	0-186	0-183	-0-002	-1.2%	0-000
Volume	629,196	765,514	136,318	21.7%	4,933,467

Daily Pivots for day following 01-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-177	133-078	132-075
R3	133-022	132-243	132-033
R2	132-187	132-187	132-018
R1	132-088	132-088	132-004	132-060
PP	132-032	132-032	132-032	132-018
S1	131-253	131-253	131-296	131-225
S2	131-197	131-197	131-282
S3	131-042	131-098	131-267
S4	130-207	130-263	131-225

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-317	135-133	132-286
R3	134-207	134-023	132-168
R2	133-097	133-097	132-129
R1	132-233	132-233	132-089	133-005
PP	131-307	131-307	131-307	132-032
S1	131-123	131-123	132-011	131-215
S2	130-197	130-197	131-291
S3	129-087	130-013	131-252
S4	127-297	128-223	131-134

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-170	131-060	1-110	1.0%	0-165	0.4%	58%	False	False	937,571
10	132-170	131-060	1-110	1.0%	0-146	0.3%	58%	False	False	879,163
20	132-170	128-245	3-245	2.9%	0-178	0.4%	85%	False	False	969,672
40	132-170	127-230	4-260	3.6%	0-201	0.5%	88%	False	False	1,012,938
60	132-170	127-230	4-260	3.6%	0-192	0.5%	88%	False	False	794,592
80	132-170	127-230	4-260	3.6%	0-180	0.4%	88%	False	False	596,370

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-043
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-149
2.618	133-216
1.618	133-061
1.000	132-285
0.618	132-226
HIGH	132-130
0.618	132-071
0.500	132-052
0.382	132-034
LOW	131-295
0.618	131-199
1.000	131-140
1.618	131-044
2.618	130-209
4.250	129-276

Fisher Pivots for day following 01-May-2012
Pivot	1 day	3 day
R1	132-052	132-072
PP	132-032	132-045
S1	132-011	132-018

Download as Excel Spreadsheet

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

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