ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 08-May-2012

Day Change Summary
	Previous	Current
	07-May-2012	08-May-2012	Change	Change %	Previous Week
Open	132-250	132-205	-0-045	-0.1%	132-045
High	133-020	133-040	0-020	0.0%	132-225
Low	132-195	132-190	-0-005	0.0%	131-275
Close	132-205	132-295	0-090	0.2%	132-205
Range	0-145	0-170	0-025	17.2%	0-270
ATR	0-179	0-179	-0-001	-0.4%	0-000
Volume	630,881	986,618	355,737	56.4%	4,395,924

Daily Pivots for day following 08-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-152	134-073	133-068
R3	133-302	133-223	133-022
R2	133-132	133-132	133-006
R1	133-053	133-053	132-311	133-092
PP	132-282	132-282	132-282	132-301
S1	132-203	132-203	132-279	132-242
S2	132-112	132-112	132-264
S3	131-262	132-033	132-248
S4	131-092	131-183	132-202

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	133-040	131-275	1-085	1.0%	0-168	0.4%	84%	True	False	923,742
10	133-040	131-060	1-300	1.5%	0-166	0.4%	90%	True	False	930,657
20	133-040	131-000	2-040	1.6%	0-154	0.4%	90%	True	False	919,091
40	133-040	127-230	5-130	4.1%	0-203	0.5%	96%	True	False	1,028,920
60	133-040	127-230	5-130	4.1%	0-193	0.5%	96%	True	False	870,713
80	133-040	127-230	5-130	4.1%	0-186	0.4%	96%	True	False	654,090

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	0-044
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-122
2.618	134-165
1.618	133-315
1.000	133-210
0.618	133-145
HIGH	133-040
0.618	132-295
0.500	132-275
0.382	132-255
LOW	132-190
0.618	132-085
1.000	132-020
1.618	131-235
2.618	131-065
4.250	130-108

Fisher Pivots for day following 08-May-2012
Pivot	1 day	3 day
R1	132-288	132-256
PP	132-282	132-217
S1	132-275	132-178

Download as Excel Spreadsheet

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

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