ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 23-May-2012

Day Change Summary
	Previous	Current
	22-May-2012	23-May-2012	Change	Change %	Previous Week
Open	133-185	133-150	-0-035	-0.1%	133-040
High	133-185	133-285	0-100	0.2%	133-270
Low	133-040	133-125	0-085	0.2%	133-005
Close	133-100	133-255	0-155	0.4%	133-260
Range	0-145	0-160	0-015	10.3%	0-265
ATR	0-165	0-167	0-001	0.8%	0-000
Volume	1,197,147	1,326,870	129,723	10.8%	6,033,421

Daily Pivots for day following 23-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-062	134-318	134-023
R3	134-222	134-158	133-299
R2	134-062	134-062	133-284
R1	133-318	133-318	133-270	134-030
PP	133-222	133-222	133-222	133-238
S1	133-158	133-158	133-240	133-190
S2	133-062	133-062	133-226
S3	132-222	132-318	133-211
S4	132-062	132-158	133-167

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-013	135-242	134-086
R3	135-068	134-297	134-013
R2	134-123	134-123	133-309
R1	134-032	134-032	133-284	134-078
PP	133-178	133-178	133-178	133-201
S1	133-087	133-087	133-236	133-132
S2	132-233	132-233	133-211
S3	131-288	132-142	133-187
S4	131-023	131-197	133-114

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-285	133-040	0-245	0.6%	0-151	0.4%	88%	True	False	1,155,367
10	133-285	132-175	1-110	1.0%	0-148	0.3%	93%	True	False	1,128,549
20	133-285	131-190	2-095	1.7%	0-154	0.4%	96%	True	False	1,028,521
40	133-285	128-245	5-040	3.8%	0-171	0.4%	98%	True	False	1,015,326
60	133-285	127-230	6-055	4.6%	0-189	0.4%	98%	True	False	1,031,502
80	133-285	127-230	6-055	4.6%	0-183	0.4%	98%	True	False	810,180
100	133-285	127-230	6-055	4.6%	0-171	0.4%	98%	True	False	648,255

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	136-005
2.618	135-064
1.618	134-224
1.000	134-125
0.618	134-064
HIGH	133-285
0.618	133-224
0.500	133-205
0.382	133-186
LOW	133-125
0.618	133-026
1.000	132-285
1.618	132-186
2.618	132-026
4.250	131-085

Fisher Pivots for day following 23-May-2012
Pivot	1 day	3 day
R1	133-238	133-224
PP	133-222	133-193
S1	133-205	133-162

Download as Excel Spreadsheet

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

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