ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 11-Apr-2012

Day Change Summary
	Previous	Current
	10-Apr-2012	11-Apr-2012	Change	Change %	Previous Week
Open	129-300	130-160	0-180	0.4%	128-130
High	130-150	130-180	0-030	0.1%	129-280
Low	129-300	130-000	0-020	0.0%	127-210
Close	130-140	130-060	-0-080	-0.2%	129-280
Range	0-170	0-180	0-010	5.9%	2-070
ATR	0-139	0-142	0-003	2.1%	0-000
Volume	206	3,211	3,005	1,458.7%	1,009

Daily Pivots for day following 11-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	131-300	131-200	130-159
R3	131-120	131-020	130-110
R2	130-260	130-260	130-093
R1	130-160	130-160	130-076	130-120
PP	130-080	130-080	130-080	130-060
S1	129-300	129-300	130-044	129-260
S2	129-220	129-220	130-027
S3	129-040	129-120	130-010
S4	128-180	128-260	129-281

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	130-180	128-200	1-300	1.5%	0-098	0.2%	81%	True	False	789
10	130-180	127-210	2-290	2.2%	0-084	0.2%	87%	True	False	612
20	130-180	126-270	3-230	2.9%	0-047	0.1%	90%	True	False	308

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-002
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	132-305
2.618	132-011
1.618	131-151
1.000	131-040
0.618	130-291
HIGH	130-180
0.618	130-111
0.500	130-090
0.382	130-069
LOW	130-000
0.618	129-209
1.000	129-140
1.618	129-029
2.618	128-169
4.250	127-195

Fisher Pivots for day following 11-Apr-2012
Pivot	1 day	3 day
R1	130-090	130-080
PP	130-080	130-073
S1	130-070	130-067

Download as Excel Spreadsheet

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

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