ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 07-May-2012

Day Change Summary
	Previous	Current
	04-May-2012	07-May-2012	Change	Change %	Previous Week
Open	132-040	132-250	0-210	0.5%	132-045
High	132-225	133-020	0-115	0.3%	132-225
Low	131-315	132-195	0-200	0.5%	131-275
Close	132-205	132-205	0-000	0.0%	132-205
Range	0-230	0-145	-0-085	-37.0%	0-270
ATR	0-182	0-179	-0-003	-1.5%	0-000
Volume	1,255,688	630,881	-624,807	-49.8%	4,395,924

Daily Pivots for day following 07-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-042	133-268	132-285
R3	133-217	133-123	132-245
R2	133-072	133-072	132-232
R1	132-298	132-298	132-218	132-272
PP	132-247	132-247	132-247	132-234
S1	132-153	132-153	132-192	132-128
S2	132-102	132-102	132-178
S3	131-277	132-008	132-165
S4	131-132	131-183	132-125

Weekly Pivots for week ending 04-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-298	134-202	133-034
R3	134-028	133-252	132-279
R2	133-078	133-078	132-254
R1	132-302	132-302	132-230	133-030
PP	132-128	132-128	132-128	132-152
S1	132-032	132-032	132-180	132-080
S2	131-178	131-178	132-156
S3	130-228	131-082	132-131
S4	129-278	130-132	132-056

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-020	131-275	1-065	0.9%	0-165	0.4%	65%	True	False	879,521
10	133-020	131-060	1-280	1.4%	0-164	0.4%	78%	True	False	916,468
20	133-020	130-295	2-045	1.6%	0-158	0.4%	80%	True	False	938,962
40	133-020	127-230	5-110	4.0%	0-202	0.5%	92%	True	False	1,018,445
60	133-020	127-230	5-110	4.0%	0-193	0.5%	92%	True	False	854,388
80	133-020	127-230	5-110	4.0%	0-185	0.4%	92%	True	False	641,762

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	0-048
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-316
2.618	134-080
1.618	133-255
1.000	133-165
0.618	133-110
HIGH	133-020
0.618	132-285
0.500	132-268
0.382	132-250
LOW	132-195
0.618	132-105
1.000	132-050
1.618	131-280
2.618	131-135
4.250	130-219

Fisher Pivots for day following 07-May-2012
Pivot	1 day	3 day
R1	132-268	132-189
PP	132-247	132-173
S1	132-226	132-158

Download as Excel Spreadsheet

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

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