ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 01-Jun-2012

Day Change Summary
	Previous	Current
	31-May-2012	01-Jun-2012	Change	Change %	Previous Week
Open	134-210	135-015	0-125	0.3%	133-240
High	135-085	135-290	0-205	0.5%	135-290
Low	134-140	134-300	0-160	0.4%	133-155
Close	134-290	135-210	0-240	0.6%	135-210
Range	0-265	0-310	0-045	17.0%	2-135
ATR	0-188	0-198	0-009	5.0%	0-000
Volume	429,405	156,530	-272,875	-63.5%	4,493,055

Daily Pivots for day following 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	138-130	138-000	136-060
R3	137-140	137-010	135-295
R2	136-150	136-150	135-267
R1	136-020	136-020	135-238	136-085
PP	135-160	135-160	135-160	135-192
S1	135-030	135-030	135-182	135-095
S2	134-170	134-170	135-153
S3	133-180	134-040	135-125
S4	132-190	133-050	135-040

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	142-090	141-125	136-316
R3	139-275	138-310	136-103
R2	137-140	137-140	136-032
R1	136-175	136-175	135-281	136-318
PP	135-005	135-005	135-005	135-076
S1	134-040	134-040	135-139	134-182
S2	132-190	132-190	135-068
S3	130-055	131-225	134-317
S4	127-240	129-090	134-104

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135-290	133-105	2-185	1.9%	0-257	0.6%	90%	True	False	1,142,265
10	135-290	133-040	2-250	2.1%	0-200	0.5%	91%	True	False	1,202,354
20	135-290	131-315	3-295	2.9%	0-181	0.4%	94%	True	False	1,146,798
40	135-290	129-125	6-165	4.8%	0-171	0.4%	96%	True	False	1,037,591
60	135-290	127-230	8-060	6.0%	0-194	0.4%	97%	True	False	1,058,907
80	135-290	127-230	8-060	6.0%	0-189	0.4%	97%	True	False	904,243
100	135-290	127-230	8-060	6.0%	0-182	0.4%	97%	True	False	723,911

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	0-041
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	140-008
2.618	138-142
1.618	137-152
1.000	136-280
0.618	136-162
HIGH	135-290
0.618	135-172
0.500	135-135
0.382	135-098
LOW	134-300
0.618	134-108
1.000	133-310
1.618	133-118
2.618	132-128
4.250	130-262

Fisher Pivots for day following 01-Jun-2012
Pivot	1 day	3 day
R1	135-185	135-117
PP	135-160	135-023
S1	135-135	134-250

Download as Excel Spreadsheet

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

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