ECBOT 5 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	124-040	124-032	-0-008	0.0%	123-230
High	124-080	124-065	-0-015	0.0%	124-200
Low	123-315	123-257	-0-058	-0.1%	123-210
Close	124-052	123-275	-0-097	-0.2%	124-130
Range	0-085	0-128	0-043	50.6%	0-310
ATR	0-075	0-079	0-004	5.0%	0-000
Volume	406,685	668,374	261,689	64.3%	2,724,063

Daily Pivots for day following 06-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-050	124-290	124-025
R3	124-242	124-162	123-310
R2	124-114	124-114	123-298
R1	124-034	124-034	123-287	124-010
PP	123-306	123-306	123-306	123-294
S1	123-226	123-226	123-263	123-202
S2	123-178	123-178	123-252
S3	123-050	123-098	123-240
S4	122-242	122-290	123-205

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	127-043	126-237	124-300
R3	126-053	125-247	124-215
R2	125-063	125-063	124-187
R1	124-257	124-257	124-158	125-000
PP	124-073	124-073	124-073	124-105
S1	123-267	123-267	124-102	124-010
S2	123-083	123-083	124-073
S3	122-093	122-277	124-045
S4	121-103	121-287	123-280

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-200	123-257	0-263	0.7%	0-122	0.3%	7%	False	True	587,593
10	124-200	123-200	1-000	0.8%	0-105	0.3%	23%	False	False	491,971
20	124-200	123-180	1-020	0.9%	0-073	0.2%	28%	False	False	250,266

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	0-026
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-289
2.618	125-080
1.618	124-272
1.000	124-193
0.618	124-144
HIGH	124-065
0.618	124-016
0.500	124-001
0.382	123-306
LOW	123-257
0.618	123-178
1.000	123-129
1.618	123-050
2.618	122-242
4.250	122-033

Fisher Pivots for day following 06-Jun-2012
Pivot	1 day	3 day
R1	124-001	124-044
PP	123-306	124-015
S1	123-290	123-305

Download as Excel Spreadsheet

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

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