ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 03-Apr-2012

Day Change Summary
	Previous	Current
	02-Apr-2012	03-Apr-2012	Change	Change %	Previous Week
Open	128-130	128-180	0-050	0.1%	127-280
High	128-140	128-180	0-040	0.1%	128-220
Low	128-130	127-210	-0-240	-0.6%	127-280
Close	128-140	127-210	-0-250	-0.6%	128-080
Range	0-010	0-290	0-280	2,800.0%	0-260
ATR	0-108	0-121	0-013	12.0%	0-000
Volume	3	406	403	13,433.3%	1,699

Daily Pivots for day following 03-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	130-217	130-023	128-050
R3	129-247	129-053	127-290
R2	128-277	128-277	127-263
R1	128-083	128-083	127-237	128-035
PP	127-307	127-307	127-307	127-282
S1	127-113	127-113	127-183	127-065
S2	127-017	127-017	127-157
S3	126-047	126-143	127-130
S4	125-077	125-173	127-050

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	130-227	130-093	128-223
R3	129-287	129-153	128-152
R2	129-027	129-027	128-128
R1	128-213	128-213	128-104	128-280
PP	128-087	128-087	128-087	128-120
S1	127-273	127-273	128-056	128-020
S2	127-147	127-147	128-032
S3	126-207	127-013	128-008
S4	125-267	126-073	127-257

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-220	127-210	1-010	0.8%	0-076	0.2%	0%	False	True	421
10	128-220	127-120	1-100	1.0%	0-042	0.1%	21%	False	False	211
20	130-090	126-270	3-140	2.7%	0-021	0.1%	24%	False	False	106

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-001
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	132-132
2.618	130-299
1.618	130-009
1.000	129-150
0.618	129-039
HIGH	128-180
0.618	128-069
0.500	128-035
0.382	128-001
LOW	127-210
0.618	127-031
1.000	126-240
1.618	126-061
2.618	125-091
4.250	123-258

Fisher Pivots for day following 03-Apr-2012
Pivot	1 day	3 day
R1	128-035	128-035
PP	127-307	127-307
S1	127-258	127-258

Download as Excel Spreadsheet

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

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