ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 18-May-2012

Day Change Summary
	Previous	Current
	17-May-2012	18-May-2012	Change	Change %	Previous Week
Open	132-060	132-250	0-190	0.4%	132-020
High	132-260	132-260	0-000	0.0%	132-260
Low	132-050	132-160	0-110	0.3%	132-000
Close	132-250	132-260	0-010	0.0%	132-260
Range	0-210	0-100	-0-110	-52.4%	0-260
ATR	0-144	0-141	-0-003	-2.2%	0-000
Volume	30,612	24,560	-6,052	-19.8%	99,895

Daily Pivots for day following 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-207	133-173	132-315
R3	133-107	133-073	132-288
R2	133-007	133-007	132-278
R1	132-293	132-293	132-269	132-310
PP	132-227	132-227	132-227	132-235
S1	132-193	132-193	132-251	132-210
S2	132-127	132-127	132-242
S3	132-027	132-093	132-232
S4	131-247	131-313	132-205

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-313	134-227	133-083
R3	134-053	133-287	133-012
R2	133-113	133-113	132-308
R1	133-027	133-027	132-284	133-070
PP	132-173	132-173	132-173	132-195
S1	132-087	132-087	132-236	132-130
S2	131-233	131-233	132-212
S3	130-293	131-147	132-188
S4	130-033	130-207	132-117

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-260	132-000	0-260	0.6%	0-146	0.3%	100%	True	False	19,979
10	132-260	131-140	1-120	1.0%	0-133	0.3%	100%	True	False	12,516
20	132-260	130-050	2-210	2.0%	0-136	0.3%	100%	True	False	7,458
40	132-260	127-210	5-050	3.9%	0-102	0.2%	100%	True	False	4,263

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	134-045
2.618	133-202
1.618	133-102
1.000	133-040
0.618	133-002
HIGH	132-260
0.618	132-222
0.500	132-210
0.382	132-198
LOW	132-160
0.618	132-098
1.000	132-060
1.618	131-318
2.618	131-218
4.250	131-055

Fisher Pivots for day following 18-May-2012
Pivot	1 day	3 day
R1	132-243	132-217
PP	132-227	132-173
S1	132-210	132-130

Download as Excel Spreadsheet

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

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