ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 19-Jun-2012

Day Change Summary
	Previous	Current
	18-Jun-2012	19-Jun-2012	Change	Change %	Previous Week
Open	132-210	132-160	-0-050	-0.1%	132-280
High	132-210	132-160	-0-050	-0.1%	132-280
Low	132-210	132-050	-0-160	-0.4%	132-100
Close	132-210	132-130	-0-080	-0.2%	132-220
Range	0-000	0-110	0-110		0-180
ATR	0-097	0-101	0-005	4.7%	0-000
Volume	40	40	0	0.0%	5

Daily Pivots for day following 19-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-123	133-077	132-190
R3	133-013	132-287	132-160
R2	132-223	132-223	132-150
R1	132-177	132-177	132-140	132-145
PP	132-113	132-113	132-113	132-098
S1	132-067	132-067	132-120	132-035
S2	132-003	132-003	132-110
S3	131-213	131-277	132-100
S4	131-103	131-167	132-070

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-100	134-020	132-319
R3	133-240	133-160	132-270
R2	133-060	133-060	132-253
R1	132-300	132-300	132-236	132-250
PP	132-200	132-200	132-200	132-175
S1	132-120	132-120	132-204	132-070
S2	132-020	132-020	132-187
S3	131-160	131-260	132-170
S4	130-300	131-080	132-121

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-220	132-050	0-170	0.4%	0-042	0.1%	47%	False	True	16
10	132-280	132-050	0-230	0.5%	0-021	0.0%	35%	False	True	8
20	133-290	131-140	2-150	1.9%	0-024	0.1%	39%	False	False	5
40	133-290	129-230	4-060	3.2%	0-012	0.0%	64%	False	False	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	133-308
2.618	133-128
1.618	133-018
1.000	132-270
0.618	132-228
HIGH	132-160
0.618	132-118
0.500	132-105
0.382	132-092
LOW	132-050
0.618	131-302
1.000	131-260
1.618	131-192
2.618	131-082
4.250	130-222

Fisher Pivots for day following 19-Jun-2012
Pivot	1 day	3 day
R1	132-122	132-135
PP	132-113	132-133
S1	132-105	132-132

Download as Excel Spreadsheet

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

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