ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 21-May-2012

Day Change Summary
	Previous	Current
	18-May-2012	21-May-2012	Change	Change %	Previous Week
Open	132-250	132-210	-0-040	-0.1%	132-020
High	132-260	132-220	-0-040	-0.1%	132-260
Low	132-160	132-120	-0-040	-0.1%	132-000
Close	132-260	132-190	-0-070	-0.2%	132-260
Range	0-100	0-100	0-000	0.0%	0-260
ATR	0-141	0-140	0-000	0.0%	0-000
Volume	24,560	21,726	-2,834	-11.5%	99,895

Daily Pivots for day following 21-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-157	133-113	132-245
R3	133-057	133-013	132-218
R2	132-277	132-277	132-208
R1	132-233	132-233	132-199	132-205
PP	132-177	132-177	132-177	132-162
S1	132-133	132-133	132-181	132-105
S2	132-077	132-077	132-172
S3	131-297	132-033	132-162
S4	131-197	131-253	132-135

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%	0-138	0.3%	73%	False	False	22,022
10	132-260	131-140	1-120	1.0%	0-130	0.3%	84%	False	False	14,292
20	132-260	130-050	2-210	2.0%	0-138	0.3%	92%	False	False	8,525
40	132-260	127-210	5-050	3.9%	0-104	0.2%	96%	False	False	4,806

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	0-009

Fibonacci Retracements and Extensions
4.250	134-005
2.618	133-162
1.618	133-062
1.000	133-000
0.618	132-282
HIGH	132-220
0.618	132-182
0.500	132-170
0.382	132-158
LOW	132-120
0.618	132-058
1.000	132-020
1.618	131-278
2.618	131-178
4.250	131-015

Fisher Pivots for day following 21-May-2012
Pivot	1 day	3 day
R1	132-183	132-178
PP	132-177	132-167
S1	132-170	132-155

Download as Excel Spreadsheet

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

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