ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 02-May-2012

Day Change Summary
	Previous	Current
	01-May-2012	02-May-2012	Change	Change %	Previous Week
Open	131-040	130-290	-0-070	-0.2%	130-280
High	131-080	131-080	0-000	0.0%	131-110
Low	130-270	130-240	-0-030	-0.1%	130-050
Close	130-270	131-020	0-070	0.2%	131-010
Range	0-130	0-160	0-030	23.1%	1-060
ATR	0-133	0-135	0-002	1.4%	0-000
Volume	1,786	1,020	-766	-42.9%	11,604

Daily Pivots for day following 02-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-167	132-093	131-108
R3	132-007	131-253	131-064
R2	131-167	131-167	131-049
R1	131-093	131-093	131-035	131-130
PP	131-007	131-007	131-007	131-025
S1	130-253	130-253	131-005	130-290
S2	130-167	130-167	130-311
S3	130-007	130-093	130-296
S4	129-167	129-253	130-252

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	130-180	0-250	0.6%	0-138	0.3%	64%	False	False	2,618
10	131-110	130-050	1-060	0.9%	0-114	0.3%	76%	False	False	2,568
20	131-110	128-200	2-230	2.1%	0-100	0.2%	90%	False	False	1,817
40	131-110	126-270	4-160	3.4%	0-061	0.1%	94%	False	False	964

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	0-025
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-120
2.618	132-179
1.618	132-019
1.000	131-240
0.618	131-179
HIGH	131-080
0.618	131-019
0.500	131-000
0.382	130-301
LOW	130-240
0.618	130-141
1.000	130-080
1.618	129-301
2.618	129-141
4.250	128-200

Fisher Pivots for day following 02-May-2012
Pivot	1 day	3 day
R1	131-013	131-013
PP	131-007	131-007
S1	131-000	131-000

Download as Excel Spreadsheet

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

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