ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 22-May-2012

Day Change Summary
	Previous	Current
	21-May-2012	22-May-2012	Change	Change %	Previous Week
Open	132-210	132-170	-0-040	-0.1%	132-020
High	132-220	132-170	-0-050	-0.1%	132-260
Low	132-120	132-030	-0-090	-0.2%	132-000
Close	132-190	132-090	-0-100	-0.2%	132-260
Range	0-100	0-140	0-040	40.0%	0-260
ATR	0-140	0-142	0-001	1.0%	0-000
Volume	21,726	42,559	20,833	95.9%	99,895

Daily Pivots for day following 22-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-197	133-123	132-167
R3	133-057	132-303	132-128
R2	132-237	132-237	132-116
R1	132-163	132-163	132-103	132-130
PP	132-097	132-097	132-097	132-080
S1	132-023	132-023	132-077	131-310
S2	131-277	131-277	132-064
S3	131-137	131-203	132-052
S4	130-317	131-063	132-013

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%	0-144	0.3%	35%	False	False	27,095
10	132-260	131-140	1-120	1.0%	0-131	0.3%	61%	False	False	17,927
20	132-260	130-050	2-210	2.0%	0-142	0.3%	80%	False	False	10,561
40	132-260	127-210	5-050	3.9%	0-108	0.3%	90%	False	False	5,870

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-125
2.618	133-217
1.618	133-077
1.000	132-310
0.618	132-257
HIGH	132-170
0.618	132-117
0.500	132-100
0.382	132-083
LOW	132-030
0.618	131-263
1.000	131-210
1.618	131-123
2.618	130-303
4.250	130-075

Fisher Pivots for day following 22-May-2012
Pivot	1 day	3 day
R1	132-100	132-145
PP	132-097	132-127
S1	132-093	132-108

Download as Excel Spreadsheet

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

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