ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 06-Jun-2012

Day Change Summary
	Previous	Current
	05-Jun-2012	06-Jun-2012	Change	Change %	Previous Week
Open	134-035	133-260	-0-095	-0.2%	132-250
High	134-090	134-005	-0-085	-0.2%	134-310
Low	133-225	133-045	-0-180	-0.4%	132-160
Close	133-300	133-095	-0-205	-0.5%	134-240
Range	0-185	0-280	0-095	51.4%	2-150
ATR	0-191	0-197	0-006	3.3%	0-000
Volume	1,078,526	1,643,253	564,727	52.4%	4,962,097

Daily Pivots for day following 06-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-035	135-185	133-249
R3	135-075	134-225	133-172
R2	134-115	134-115	133-146
R1	133-265	133-265	133-121	133-210
PP	133-155	133-155	133-155	133-128
S1	132-305	132-305	133-069	132-250
S2	132-195	132-195	133-044
S3	131-235	132-025	133-018
S4	130-275	131-065	132-261

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	141-153	140-187	136-034
R3	139-003	138-037	135-137
R2	136-173	136-173	135-065
R1	135-207	135-207	134-312	136-030
PP	134-023	134-023	134-023	134-095
S1	133-057	133-057	134-168	133-200
S2	131-193	131-193	134-095
S3	129-043	130-227	134-023
S4	126-213	128-077	133-126

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-310	133-045	1-265	1.4%	0-268	0.6%	9%	False	True	1,301,574
10	134-310	132-110	2-200	2.0%	0-238	0.6%	36%	False	False	965,557
20	134-310	131-140	3-170	2.6%	0-184	0.4%	53%	False	False	491,742
40	134-310	129-310	5-000	3.8%	0-149	0.3%	67%	False	False	247,185
60	134-310	126-270	8-040	6.1%	0-112	0.3%	79%	False	False	164,839

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	0-050
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	137-235
2.618	136-098
1.618	135-138
1.000	134-285
0.618	134-178
HIGH	134-005
0.618	133-218
0.500	133-185
0.382	133-152
LOW	133-045
0.618	132-192
1.000	132-085
1.618	131-232
2.618	130-272
4.250	129-135

Fisher Pivots for day following 06-Jun-2012
Pivot	1 day	3 day
R1	133-185	134-010
PP	133-155	133-252
S1	133-125	133-173

Download as Excel Spreadsheet

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

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