ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 27-Apr-2012

Day Change Summary
	Previous	Current
	26-Apr-2012	27-Apr-2012	Change	Change %	Previous Week
Open	130-180	131-000	0-140	0.3%	130-280
High	131-010	131-110	0-100	0.2%	131-110
Low	130-180	130-260	0-080	0.2%	130-050
Close	130-250	131-010	0-080	0.2%	131-010
Range	0-150	0-170	0-020	13.3%	1-060
ATR	0-134	0-138	0-003	2.4%	0-000
Volume	5,261	2,219	-3,042	-57.8%	11,604

Daily Pivots for day following 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-210	132-120	131-104
R3	132-040	131-270	131-057
R2	131-190	131-190	131-041
R1	131-100	131-100	131-026	131-145
PP	131-020	131-020	131-020	131-042
S1	130-250	130-250	130-314	130-295
S2	130-170	130-170	130-299
S3	130-000	130-080	130-283
S4	129-150	129-230	130-236

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-130	133-290	131-219
R3	133-070	132-230	131-114
R2	132-010	132-010	131-080
R1	131-170	131-170	131-045	131-250
PP	130-270	130-270	130-270	130-310
S1	130-110	130-110	130-295	130-190
S2	129-210	129-210	130-260
S3	128-150	129-050	130-226
S4	127-090	127-310	130-121

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-110	130-050	1-060	0.9%	0-136	0.3%	74%	True	False	2,320
10	131-110	130-050	1-060	0.9%	0-097	0.2%	74%	True	False	2,531
20	131-110	127-210	3-220	2.8%	0-098	0.2%	92%	True	False	1,563
40	131-110	126-270	4-160	3.4%	0-052	0.1%	93%	True	False	824

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	0-020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-192
2.618	132-235
1.618	132-065
1.000	131-280
0.618	131-215
HIGH	131-110
0.618	131-045
0.500	131-025
0.382	131-005
LOW	130-260
0.618	130-155
1.000	130-090
1.618	129-305
2.618	129-135
4.250	128-178

Fisher Pivots for day following 27-Apr-2012
Pivot	1 day	3 day
R1	131-025	130-300
PP	131-020	130-270
S1	131-015	130-240

Download as Excel Spreadsheet

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

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