ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 04-May-2012

Day Change Summary
	Previous	Current
	03-May-2012	04-May-2012	Change	Change %	Previous Week
Open	131-050	131-020	-0-030	-0.1%	130-310
High	131-050	131-200	0-150	0.4%	131-200
Low	130-270	130-290	0-020	0.0%	130-240
Close	131-030	131-180	0-150	0.4%	131-180
Range	0-100	0-230	0-130	130.0%	0-280
ATR	0-133	0-140	0-007	5.2%	0-000
Volume	3,890	2,890	-1,000	-25.7%	12,392

Daily Pivots for day following 04-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-167	133-083	131-306
R3	132-257	132-173	131-243
R2	132-027	132-027	131-222
R1	131-263	131-263	131-201	131-305
PP	131-117	131-117	131-117	131-138
S1	131-033	131-033	131-159	131-075
S2	130-207	130-207	131-138
S3	129-297	130-123	131-117
S4	129-067	129-213	131-054

Weekly Pivots for week ending 04-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-300	133-200	132-014
R3	133-020	132-240	131-257
R2	132-060	132-060	131-231
R1	131-280	131-280	131-206	132-010
PP	131-100	131-100	131-100	131-125
S1	131-000	131-000	131-154	131-050
S2	130-140	130-140	131-129
S3	129-180	130-040	131-103
S4	128-220	129-080	131-026

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-200	130-240	0-280	0.7%	0-140	0.3%	93%	True	False	2,478
10	131-200	130-050	1-150	1.1%	0-138	0.3%	96%	True	False	2,399
20	131-200	129-300	1-220	1.3%	0-110	0.3%	96%	True	False	2,132
40	131-200	126-270	4-250	3.6%	0-069	0.2%	99%	True	False	1,134

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	134-218
2.618	133-162
1.618	132-252
1.000	132-110
0.618	132-022
HIGH	131-200
0.618	131-112
0.500	131-085
0.382	131-058
LOW	130-290
0.618	130-148
1.000	130-060
1.618	129-238
2.618	129-008
4.250	127-272

Fisher Pivots for day following 04-May-2012
Pivot	1 day	3 day
R1	131-148	131-140
PP	131-117	131-100
S1	131-085	131-060

Download as Excel Spreadsheet

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

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