ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 15-May-2012

Day Change Summary
	Previous	Current
	14-May-2012	15-May-2012	Change	Change %	Previous Week
Open	132-020	132-160	0-140	0.3%	131-240
High	132-160	132-160	0-000	0.0%	132-060
Low	132-020	132-050	0-030	0.1%	131-140
Close	132-120	132-110	-0-010	0.0%	132-000
Range	0-140	0-110	-0-030	-21.4%	0-240
ATR	0-138	0-136	-0-002	-1.5%	0-000
Volume	11,507	17,195	5,688	49.4%	25,270

Daily Pivots for day following 15-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-117	133-063	132-170
R3	133-007	132-273	132-140
R2	132-217	132-217	132-130
R1	132-163	132-163	132-120	132-135
PP	132-107	132-107	132-107	132-092
S1	132-053	132-053	132-100	132-025
S2	131-317	131-317	132-090
S3	131-207	131-263	132-080
S4	131-097	131-153	132-050

Weekly Pivots for week ending 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-040	133-260	132-132
R3	133-120	133-020	132-066
R2	132-200	132-200	132-044
R1	132-100	132-100	132-022	132-150
PP	131-280	131-280	131-280	131-305
S1	131-180	131-180	131-298	131-230
S2	131-040	131-040	131-276
S3	130-120	130-260	131-254
S4	129-200	130-020	131-188

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-160	131-140	1-020	0.8%	0-118	0.3%	85%	True	False	8,760
10	132-160	130-240	1-240	1.3%	0-134	0.3%	91%	True	False	6,177
20	132-160	130-050	2-110	1.8%	0-121	0.3%	93%	True	False	4,400
40	132-160	127-120	5-040	3.9%	0-090	0.2%	97%	True	False	2,483

Crabel Price Patterns
NR	True
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	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-308
2.618	133-128
1.618	133-018
1.000	132-270
0.618	132-228
HIGH	132-160
0.618	132-118
0.500	132-105
0.382	132-092
LOW	132-050
0.618	131-302
1.000	131-260
1.618	131-192
2.618	131-082
4.250	130-222

Fisher Pivots for day following 15-May-2012
Pivot	1 day	3 day
R1	132-108	132-090
PP	132-107	132-070
S1	132-105	132-050

Download as Excel Spreadsheet

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

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