ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 16-Apr-2012

Day Change Summary
	Previous	Current
	13-Apr-2012	16-Apr-2012	Change	Change %	Previous Week
Open	123-095	123-160	0-065	0.2%	123-080
High	123-172	123-205	0-033	0.1%	123-172
Low	123-092	123-135	0-043	0.1%	123-032
Close	123-152	123-172	0-020	0.1%	123-152
Range	0-080	0-070	-0-010	-12.5%	0-140
ATR	0-116	0-113	-0-003	-2.8%	0-000
Volume	354,017	361,944	7,927	2.2%	2,104,147

Daily Pivots for day following 16-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-061	124-026	123-210
R3	123-311	123-276	123-191
R2	123-241	123-241	123-185
R1	123-206	123-206	123-178	123-224
PP	123-171	123-171	123-171	123-179
S1	123-136	123-136	123-166	123-154
S2	123-101	123-101	123-159
S3	123-031	123-066	123-153
S4	122-281	122-316	123-134

Weekly Pivots for week ending 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-219	124-165	123-229
R3	124-079	124-025	123-190
R2	123-259	123-259	123-178
R1	123-205	123-205	123-165	123-232
PP	123-119	123-119	123-119	123-132
S1	123-065	123-065	123-139	123-092
S2	122-299	122-299	123-126
S3	122-159	122-245	123-114
S4	122-019	122-105	123-075

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-205	123-032	0-173	0.4%	0-082	0.2%	81%	True	False	430,925
10	123-205	122-047	1-158	1.2%	0-107	0.3%	93%	True	False	443,199
20	123-205	121-135	2-070	1.8%	0-115	0.3%	95%	True	False	468,598
40	123-205	121-135	2-070	1.8%	0-109	0.3%	95%	True	False	458,060
60	124-000	121-135	2-185	2.1%	0-093	0.2%	82%	False	False	305,714

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-182
2.618	124-068
1.618	123-318
1.000	123-275
0.618	123-248
HIGH	123-205
0.618	123-178
0.500	123-170
0.382	123-162
LOW	123-135
0.618	123-092
1.000	123-065
1.618	123-022
2.618	122-272
4.250	122-158

Fisher Pivots for day following 16-Apr-2012
Pivot	1 day	3 day
R1	123-171	123-161
PP	123-171	123-151
S1	123-170	123-140

Download as Excel Spreadsheet

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

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