ECBOT 10 Year T-Note Future September 2012

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

Day Change Summary
	Previous	Current
	05-Apr-2012	06-Apr-2012	Change	Change %	Previous Week
Open	128-200	129-180	0-300	0.7%	128-130
High	128-230	129-280	1-050	0.9%	129-280
Low	128-200	129-180	0-300	0.7%	127-210
Close	128-230	129-280	1-050	0.9%	129-280
Range	0-030	0-100	0-070	233.3%	2-070
ATR	0-128	0-145	0-017	13.5%	0-000
Volume	113	370	257	227.4%	1,009

Daily Pivots for day following 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	130-227	130-193	130-015
R3	130-127	130-093	129-308
R2	130-027	130-027	129-298
R1	129-313	129-313	129-289	130-010
PP	129-247	129-247	129-247	129-255
S1	129-213	129-213	129-271	129-230
S2	129-147	129-147	129-262
S3	129-047	129-113	129-252
S4	128-267	129-013	129-225

Weekly Pivots for week ending 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-253	135-017	131-030
R3	133-183	132-267	130-155
R2	131-113	131-113	130-090
R1	130-197	130-197	130-025	130-315
PP	129-043	129-043	129-043	129-102
S1	128-127	128-127	129-215	128-245
S2	126-293	126-293	129-150
S3	124-223	126-057	129-085
S4	122-153	123-307	128-210

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-280	127-210	2-070	1.7%	0-092	0.2%	100%	True	False	201
10	129-280	127-210	2-070	1.7%	0-054	0.1%	100%	True	False	270
20	129-280	126-270	3-010	2.3%	0-029	0.1%	100%	True	False	135

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	0-001
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	131-065
2.618	130-222
1.618	130-122
1.000	130-060
0.618	130-022
HIGH	129-280
0.618	129-242
0.500	129-230
0.382	129-218
LOW	129-180
0.618	129-118
1.000	129-080
1.618	129-018
2.618	128-238
4.250	128-075

Fisher Pivots for day following 06-Apr-2012
Pivot	1 day	3 day
R1	129-263	129-182
PP	129-247	129-083
S1	129-230	128-305

Download as Excel Spreadsheet

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

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