ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 13-Jun-2012

Day Change Summary
	Previous	Current
	12-Jun-2012	13-Jun-2012	Change	Change %	Previous Week
Open	134-245	134-065	-0-180	-0.4%	135-210
High	134-245	134-200	-0-045	-0.1%	135-270
Low	134-025	133-275	-0-070	-0.2%	134-015
Close	134-035	134-180	0-145	0.3%	134-110
Range	0-220	0-245	0-025	11.4%	1-255
ATR	0-218	0-220	0-002	0.9%	0-000
Volume	7,287	8,761	1,474	20.2%	181,152

Daily Pivots for day following 13-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-207	136-118	134-315
R3	135-282	135-193	134-247
R2	135-037	135-037	134-225
R1	134-268	134-268	134-202	134-312
PP	134-112	134-112	134-112	134-134
S1	134-023	134-023	134-158	134-068
S2	133-187	133-187	134-135
S3	132-262	133-098	134-113
S4	132-017	132-173	134-045

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	140-043	139-012	135-106
R3	138-108	137-077	134-268
R2	136-173	136-173	134-215
R1	135-142	135-142	134-163	135-030
PP	134-238	134-238	134-238	134-182
S1	133-207	133-207	134-057	133-095
S2	132-303	132-303	134-005
S3	131-048	131-272	133-272
S4	129-113	130-017	133-114

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135-005	133-140	1-185	1.2%	0-247	0.6%	71%	False	False	12,919
10	135-290	133-140	2-150	1.8%	0-252	0.6%	46%	False	False	79,660
20	135-290	133-005	2-285	2.1%	0-217	0.5%	54%	False	False	745,808
40	135-290	131-060	4-230	3.5%	0-183	0.4%	72%	False	False	842,095
60	135-290	127-230	8-060	6.1%	0-193	0.4%	84%	False	False	909,742
80	135-290	127-230	8-060	6.1%	0-196	0.5%	84%	False	False	905,667
100	135-290	127-230	8-060	6.1%	0-191	0.4%	84%	False	False	725,993

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	0-056
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137-281
2.618	136-201
1.618	135-276
1.000	135-125
0.618	135-031
HIGH	134-200
0.618	134-106
0.500	134-078
0.382	134-049
LOW	133-275
0.618	133-124
1.000	133-030
1.618	132-199
2.618	131-274
4.250	130-194

Fisher Pivots for day following 13-Jun-2012
Pivot	1 day	3 day
R1	134-146	134-132
PP	134-112	134-083
S1	134-078	134-035

Download as Excel Spreadsheet

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

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