ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 03-May-2012

Day Change Summary
	Previous	Current
	02-May-2012	03-May-2012	Change	Change %	Previous Week
Open	130-290	131-050	0-080	0.2%	130-280
High	131-080	131-050	-0-030	-0.1%	131-110
Low	130-240	130-270	0-030	0.1%	130-050
Close	131-020	131-030	0-010	0.0%	131-010
Range	0-160	0-100	-0-060	-37.5%	1-060
ATR	0-135	0-133	-0-003	-1.9%	0-000
Volume	1,020	3,890	2,870	281.4%	11,604

Daily Pivots for day following 03-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	131-310	131-270	131-085
R3	131-210	131-170	131-058
R2	131-110	131-110	131-048
R1	131-070	131-070	131-039	131-040
PP	131-010	131-010	131-010	130-315
S1	130-290	130-290	131-021	130-260
S2	130-230	130-230	131-012
S3	130-130	130-190	131-002
S4	130-030	130-090	130-295

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	130-240	0-190	0.5%	0-128	0.3%	58%	False	False	2,344
10	131-110	130-050	1-060	0.9%	0-121	0.3%	79%	False	False	2,470
20	131-110	129-180	1-250	1.4%	0-103	0.2%	86%	False	False	2,006
40	131-110	126-270	4-160	3.4%	0-064	0.2%	94%	False	False	1,062

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	132-155
2.618	131-312
1.618	131-212
1.000	131-150
0.618	131-112
HIGH	131-050
0.618	131-012
0.500	131-000
0.382	130-308
LOW	130-270
0.618	130-208
1.000	130-170
1.618	130-108
2.618	130-008
4.250	129-165

Fisher Pivots for day following 03-May-2012
Pivot	1 day	3 day
R1	131-020	131-020
PP	131-010	131-010
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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