ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 23-May-2012

Day Change Summary
	Previous	Current
	22-May-2012	23-May-2012	Change	Change %	Previous Week
Open	132-170	132-140	-0-030	-0.1%	132-020
High	132-170	132-280	0-110	0.3%	132-260
Low	132-030	132-130	0-100	0.2%	132-000
Close	132-090	132-260	0-170	0.4%	132-260
Range	0-140	0-150	0-010	7.1%	0-260
ATR	0-142	0-145	0-003	2.4%	0-000
Volume	42,559	109,376	66,817	157.0%	99,895

Daily Pivots for day following 23-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-033	133-297	133-022
R3	133-203	133-147	132-301
R2	133-053	133-053	132-288
R1	132-317	132-317	132-274	133-025
PP	132-223	132-223	132-223	132-238
S1	132-167	132-167	132-246	132-195
S2	132-073	132-073	132-232
S3	131-243	132-017	132-219
S4	131-093	131-187	132-178

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	132-280	132-030	0-250	0.6%	0-140	0.3%	92%	True	False	45,766
10	132-280	131-140	1-140	1.1%	0-133	0.3%	96%	True	False	28,271
20	132-280	130-180	2-100	1.7%	0-137	0.3%	97%	True	False	15,934
40	132-280	127-210	5-070	3.9%	0-110	0.3%	99%	True	False	8,603

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-007
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	134-278
2.618	134-033
1.618	133-203
1.000	133-110
0.618	133-053
HIGH	132-280
0.618	132-223
0.500	132-205
0.382	132-187
LOW	132-130
0.618	132-037
1.000	131-300
1.618	131-207
2.618	131-057
4.250	130-132

Fisher Pivots for day following 23-May-2012
Pivot	1 day	3 day
R1	132-242	132-225
PP	132-223	132-190
S1	132-205	132-155

Download as Excel Spreadsheet

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

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