ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 25-Jun-2012

Day Change Summary
	Previous	Current
	22-Jun-2012	25-Jun-2012	Change	Change %	Previous Week
Open	133-090	133-005	-0-085	-0.2%	133-090
High	133-140	133-190	0-050	0.1%	133-315
Low	132-290	133-000	0-030	0.1%	132-290
Close	133-000	133-180	0-180	0.4%	133-000
Range	0-170	0-190	0-020	11.8%	1-025
ATR	0-213	0-212	-0-002	-0.8%	0-000
Volume	820,228	639,621	-180,607	-22.0%	4,812,208

Daily Pivots for day following 25-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-053	134-307	133-284
R3	134-183	134-117	133-232
R2	133-313	133-313	133-215
R1	133-247	133-247	133-197	133-280
PP	133-123	133-123	133-123	133-140
S1	133-057	133-057	133-163	133-090
S2	132-253	132-253	133-145
S3	132-063	132-187	133-128
S4	131-193	131-317	133-076

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-170	135-270	133-190
R3	135-145	134-245	133-095
R2	134-120	134-120	133-063
R1	133-220	133-220	133-032	133-158
PP	133-095	133-095	133-095	133-064
S1	132-195	132-195	132-288	132-132
S2	132-070	132-070	132-257
S3	131-045	131-170	132-225
S4	130-020	130-145	132-130

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-310	132-290	1-020	0.8%	0-192	0.4%	62%	False	False	928,376
10	133-315	132-290	1-025	0.8%	0-216	0.5%	61%	False	False	1,006,272
20	134-310	132-160	2-150	1.8%	0-243	0.6%	43%	False	False	1,120,008
40	134-310	130-240	4-070	3.2%	0-190	0.4%	67%	False	False	589,728
60	134-310	127-210	7-100	5.5%	0-159	0.4%	81%	False	False	393,673
80	134-310	126-270	8-040	6.1%	0-121	0.3%	83%	False	False	295,276

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	136-038
2.618	135-047
1.618	134-177
1.000	134-060
0.618	133-307
HIGH	133-190
0.618	133-117
0.500	133-095
0.382	133-073
LOW	133-000
0.618	132-203
1.000	132-130
1.618	132-013
2.618	131-143
4.250	130-152

Fisher Pivots for day following 25-Jun-2012
Pivot	1 day	3 day
R1	133-152	133-147
PP	133-123	133-113
S1	133-095	133-080

Download as Excel Spreadsheet

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

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