ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 06-Jun-2012

Day Change Summary
	Previous	Current
	05-Jun-2012	06-Jun-2012	Change	Change %	Previous Week
Open	135-035	134-215	-0-140	-0.3%	133-240
High	135-050	134-275	-0-095	-0.2%	135-290
Low	134-200	134-015	-0-185	-0.4%	133-155
Close	134-255	134-060	-0-195	-0.5%	135-210
Range	0-170	0-260	0-090	52.9%	2-135
ATR	0-201	0-205	0-004	2.1%	0-000
Volume	40,101	53,439	13,338	33.3%	4,493,055

Daily Pivots for day following 06-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-257	136-098	134-203
R3	135-317	135-158	134-132
R2	135-057	135-057	134-108
R1	134-218	134-218	134-084	134-168
PP	134-117	134-117	134-117	134-091
S1	133-278	133-278	134-036	133-228
S2	133-177	133-177	134-012
S3	132-237	133-018	133-308
S4	131-297	132-078	133-237

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	134-015	1-275	1.4%	0-256	0.6%	8%	False	True	146,401
10	135-290	133-105	2-185	1.9%	0-232	0.5%	33%	False	False	903,866
20	135-290	132-175	3-115	2.5%	0-189	0.4%	49%	False	False	1,010,443
40	135-290	131-000	4-290	3.7%	0-171	0.4%	65%	False	False	964,767
60	135-290	127-230	8-060	6.1%	0-198	0.5%	79%	False	False	1,022,761
80	135-290	127-230	8-060	6.1%	0-192	0.4%	79%	False	False	905,645
100	135-290	127-230	8-060	6.1%	0-187	0.4%	79%	False	False	725,361

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	0-046
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	138-100
2.618	136-316
1.618	136-056
1.000	135-215
0.618	135-116
HIGH	134-275
0.618	134-176
0.500	134-145
0.382	134-114
LOW	134-015
0.618	133-174
1.000	133-075
1.618	132-234
2.618	131-294
4.250	130-190

Fisher Pivots for day following 06-Jun-2012
Pivot	1 day	3 day
R1	134-145	134-302
PP	134-117	134-222
S1	134-088	134-141

Download as Excel Spreadsheet

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

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