ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 24-May-2012

Day Change Summary
	Previous	Current
	23-May-2012	24-May-2012	Change	Change %	Previous Week
Open	133-150	133-205	0-055	0.1%	133-040
High	133-285	133-285	0-000	0.0%	133-270
Low	133-125	133-110	-0-015	0.0%	133-005
Close	133-255	133-175	-0-080	-0.2%	133-260
Range	0-160	0-175	0-015	9.4%	0-265
ATR	0-167	0-167	0-001	0.3%	0-000
Volume	1,326,870	1,854,399	527,529	39.8%	6,033,421

Daily Pivots for day following 24-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-075	134-300	133-271
R3	134-220	134-125	133-223
R2	134-045	134-045	133-207
R1	133-270	133-270	133-191	133-230
PP	133-190	133-190	133-190	133-170
S1	133-095	133-095	133-159	133-055
S2	133-015	133-015	133-143
S3	132-160	132-240	133-127
S4	131-305	132-065	133-079

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%	0-144	0.3%	55%	True	False	1,262,443
10	133-285	132-280	1-005	0.8%	0-150	0.3%	66%	True	False	1,198,113
20	133-285	131-275	2-010	1.5%	0-155	0.4%	83%	True	False	1,066,658
40	133-285	128-245	5-040	3.8%	0-172	0.4%	93%	True	False	1,035,677
60	133-285	127-230	6-055	4.6%	0-188	0.4%	94%	True	False	1,038,127
80	133-285	127-230	6-055	4.6%	0-183	0.4%	94%	True	False	833,275
100	133-285	127-230	6-055	4.6%	0-172	0.4%	94%	True	False	666,799

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-039
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	136-069
2.618	135-103
1.618	134-248
1.000	134-140
0.618	134-073
HIGH	133-285
0.618	133-218
0.500	133-198
0.382	133-177
LOW	133-110
0.618	133-002
1.000	132-255
1.618	132-147
2.618	131-292
4.250	131-006

Fisher Pivots for day following 24-May-2012
Pivot	1 day	3 day
R1	133-198	133-171
PP	133-190	133-167
S1	133-182	133-162

Download as Excel Spreadsheet

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

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