ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 08-May-2012

Day Change Summary
	Previous	Current
	07-May-2012	08-May-2012	Change	Change %	Previous Week
Open	131-240	131-190	-0-050	-0.1%	130-310
High	131-290	132-000	0-030	0.1%	131-200
Low	131-160	131-190	0-030	0.1%	130-240
Close	131-180	131-270	0-090	0.2%	131-180
Range	0-130	0-130	0-000	0.0%	0-280
ATR	0-139	0-139	0-000	0.1%	0-000
Volume	3,962	6,210	2,248	56.7%	12,392

Daily Pivots for day following 08-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-010	132-270	132-022
R3	132-200	132-140	131-306
R2	132-070	132-070	131-294
R1	132-010	132-010	131-282	132-040
PP	131-260	131-260	131-260	131-275
S1	131-200	131-200	131-258	131-230
S2	131-130	131-130	131-246
S3	131-000	131-070	131-234
S4	130-190	130-260	131-198

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	132-000	130-240	1-080	0.9%	0-150	0.4%	88%	True	False	3,594
10	132-000	130-050	1-270	1.4%	0-153	0.4%	92%	True	False	3,195
20	132-000	129-310	2-010	1.5%	0-114	0.3%	92%	True	False	2,628
40	132-000	126-270	5-050	3.9%	0-076	0.2%	97%	True	False	1,388

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0-030

Fibonacci Retracements and Extensions
4.250	133-232
2.618	133-020
1.618	132-210
1.000	132-130
0.618	132-080
HIGH	132-000
0.618	131-270
0.500	131-255
0.382	131-240
LOW	131-190
0.618	131-110
1.000	131-060
1.618	130-300
2.618	130-170
4.250	129-278

Fisher Pivots for day following 08-May-2012
Pivot	1 day	3 day
R1	131-265	131-228
PP	131-260	131-187
S1	131-255	131-145

Download as Excel Spreadsheet

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

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