ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 24-May-2012

Day Change Summary
	Previous	Current
	23-May-2012	24-May-2012	Change	Change %	Previous Week
Open	131-310	132-180	0-190	0.4%	131-170
High	131-310	132-180	0-190	0.4%	131-310
Low	131-310	131-230	-0-080	-0.2%	131-160
Close	131-310	131-230	-0-080	-0.2%	131-310
Range	0-000	0-270	0-270		0-150
ATR	0-070	0-084	0-014	20.6%	0-000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 24-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-170	133-310	132-058
R3	133-220	133-040	131-304
R2	132-270	132-270	131-280
R1	132-090	132-090	131-255	132-045
PP	132-000	132-000	132-000	131-298
S1	131-140	131-140	131-205	131-095
S2	131-050	131-050	131-180
S3	130-100	130-190	131-156
S4	129-150	129-240	131-082

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-070	133-020	132-072
R3	132-240	132-190	132-031
R2	132-090	132-090	132-018
R1	132-040	132-040	132-004	132-065
PP	131-260	131-260	131-260	131-272
S1	131-210	131-210	131-296	131-235
S2	131-110	131-110	131-282
S3	130-280	131-060	131-269
S4	130-130	130-230	131-228

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-180	131-140	1-040	0.9%	0-054	0.1%	25%	True	False	2
10	132-180	131-050	1-130	1.1%	0-027	0.1%	40%	True	False	2
20	132-180	130-000	2-180	1.9%	0-014	0.0%	67%	True	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	136-048
2.618	134-247
1.618	133-297
1.000	133-130
0.618	133-027
HIGH	132-180
0.618	132-077
0.500	132-045
0.382	132-013
LOW	131-230
0.618	131-063
1.000	130-280
1.618	130-113
2.618	129-163
4.250	128-042

Fisher Pivots for day following 24-May-2012
Pivot	1 day	3 day
R1	132-045	132-000
PP	132-000	131-290
S1	131-275	131-260

Download as Excel Spreadsheet

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

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