ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 10-May-2012

Day Change Summary
	Previous	Current
	09-May-2012	10-May-2012	Change	Change %	Previous Week
Open	132-280	132-300	0-020	0.0%	132-045
High	133-085	133-010	-0-075	-0.2%	132-225
Low	132-265	132-175	-0-090	-0.2%	131-275
Close	132-290	132-250	-0-040	-0.1%	132-205
Range	0-140	0-155	0-015	10.7%	0-270
ATR	0-176	0-174	-0-001	-0.9%	0-000
Volume	1,211,571	1,158,761	-52,810	-4.4%	4,395,924

Daily Pivots for day following 10-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-077	133-318	133-015
R3	133-242	133-163	132-293
R2	133-087	133-087	132-278
R1	133-008	133-008	132-264	132-290
PP	132-252	132-252	132-252	132-232
S1	132-173	132-173	132-236	132-135
S2	132-097	132-097	132-222
S3	131-262	132-018	132-207
S4	131-107	131-183	132-165

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	133-085	131-315	1-090	1.0%	0-168	0.4%	62%	False	False	1,048,703
10	133-085	131-275	1-130	1.1%	0-160	0.4%	66%	False	False	935,203
20	133-085	131-035	2-050	1.6%	0-154	0.4%	78%	False	False	929,625
40	133-085	127-230	5-175	4.2%	0-193	0.5%	91%	False	False	1,015,053
60	133-085	127-230	5-175	4.2%	0-193	0.5%	91%	False	False	909,997
80	133-085	127-230	5-175	4.2%	0-185	0.4%	91%	False	False	683,708

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-042
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-029
2.618	134-096
1.618	133-261
1.000	133-165
0.618	133-106
HIGH	133-010
0.618	132-271
0.500	132-252
0.382	132-234
LOW	132-175
0.618	132-079
1.000	132-020
1.618	131-244
2.618	131-089
4.250	130-156

Fisher Pivots for day following 10-May-2012
Pivot	1 day	3 day
R1	132-252	132-290
PP	132-252	132-277
S1	132-251	132-263

Download as Excel Spreadsheet

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

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