ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 30-Apr-2012

Day Change Summary
	Previous	Current
	27-Apr-2012	30-Apr-2012	Change	Change %	Previous Week
Open	131-000	130-310	-0-010	0.0%	130-280
High	131-110	131-070	-0-040	-0.1%	131-110
Low	130-260	130-310	0-050	0.1%	130-050
Close	131-010	131-060	0-050	0.1%	131-010
Range	0-170	0-080	-0-090	-52.9%	1-060
ATR	0-138	0-134	-0-004	-3.0%	0-000
Volume	2,219	2,806	587	26.5%	11,604

Daily Pivots for day following 30-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	131-280	131-250	131-104
R3	131-200	131-170	131-082
R2	131-120	131-120	131-075
R1	131-090	131-090	131-067	131-105
PP	131-040	131-040	131-040	131-048
S1	131-010	131-010	131-053	131-025
S2	130-280	130-280	131-045
S3	130-200	130-250	131-038
S4	130-120	130-170	131-016

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%	0-140	0.3%	87%	False	False	2,807
10	131-110	130-050	1-060	0.9%	0-099	0.2%	87%	False	False	2,510
20	131-110	127-210	3-220	2.8%	0-101	0.2%	96%	False	False	1,703
40	131-110	126-270	4-160	3.4%	0-054	0.1%	97%	False	False	894

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	132-090
2.618	131-279
1.618	131-199
1.000	131-150
0.618	131-119
HIGH	131-070
0.618	131-039
0.500	131-030
0.382	131-021
LOW	130-310
0.618	130-261
1.000	130-230
1.618	130-181
2.618	130-101
4.250	129-290

Fisher Pivots for day following 30-Apr-2012
Pivot	1 day	3 day
R1	131-050	131-035
PP	131-040	131-010
S1	131-030	130-305

Download as Excel Spreadsheet

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

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