ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 18-Apr-2012

Day Change Summary
	Previous	Current
	17-Apr-2012	18-Apr-2012	Change	Change %	Previous Week
Open	123-162	123-147	-0-015	0.0%	123-080
High	123-187	123-177	-0-010	0.0%	123-172
Low	123-120	123-125	0-005	0.0%	123-032
Close	123-140	123-157	0-017	0.0%	123-152
Range	0-067	0-052	-0-015	-22.4%	0-140
ATR	0-109	0-105	-0-004	-3.7%	0-000
Volume	409,769	327,336	-82,433	-20.1%	2,104,147

Daily Pivots for day following 18-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	123-309	123-285	123-186
R3	123-257	123-233	123-171
R2	123-205	123-205	123-167
R1	123-181	123-181	123-162	123-193
PP	123-153	123-153	123-153	123-159
S1	123-129	123-129	123-152	123-141
S2	123-101	123-101	123-147
S3	123-049	123-077	123-143
S4	122-317	123-025	123-128

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	123-075	0-130	0.3%	0-066	0.2%	63%	False	False	372,158
10	123-205	122-047	1-158	1.2%	0-085	0.2%	90%	False	False	421,466
20	123-205	121-170	2-035	1.7%	0-104	0.3%	93%	False	False	444,797
40	123-205	121-135	2-070	1.8%	0-109	0.3%	93%	False	False	476,145
60	124-000	121-135	2-185	2.1%	0-093	0.2%	80%	False	False	317,993

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	124-078
2.618	123-313
1.618	123-261
1.000	123-229
0.618	123-209
HIGH	123-177
0.618	123-157
0.500	123-151
0.382	123-145
LOW	123-125
0.618	123-093
1.000	123-073
1.618	123-041
2.618	122-309
4.250	122-224

Fisher Pivots for day following 18-Apr-2012
Pivot	1 day	3 day
R1	123-155	123-162
PP	123-153	123-161
S1	123-151	123-159

Download as Excel Spreadsheet

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

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