ECBOT 5 Year T-Note Future June 2012

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

Day Change Summary
	Previous	Current
	18-Apr-2012	19-Apr-2012	Change	Change %	Previous Week
Open	123-147	123-162	0-015	0.0%	123-080
High	123-177	123-195	0-018	0.0%	123-172
Low	123-125	123-140	0-015	0.0%	123-032
Close	123-157	123-177	0-020	0.1%	123-152
Range	0-052	0-055	0-003	5.8%	0-140
ATR	0-105	0-102	-0-004	-3.4%	0-000
Volume	327,336	375,612	48,276	14.7%	2,104,147

Daily Pivots for day following 19-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-016	123-311	123-207
R3	123-281	123-256	123-192
R2	123-226	123-226	123-187
R1	123-201	123-201	123-182	123-214
PP	123-171	123-171	123-171	123-177
S1	123-146	123-146	123-172	123-158
S2	123-116	123-116	123-167
S3	123-061	123-091	123-162
S4	123-006	123-036	123-147

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	123-092	0-113	0.3%	0-065	0.2%	75%	False	False	365,735
10	123-205	122-157	1-048	0.9%	0-077	0.2%	92%	False	False	402,225
20	123-205	121-245	1-280	1.5%	0-101	0.3%	95%	False	False	438,388
40	123-205	121-135	2-070	1.8%	0-107	0.3%	96%	False	False	484,709
60	124-000	121-135	2-185	2.1%	0-094	0.2%	83%	False	False	324,251

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-109
2.618	124-019
1.618	123-284
1.000	123-250
0.618	123-229
HIGH	123-195
0.618	123-174
0.500	123-168
0.382	123-161
LOW	123-140
0.618	123-106
1.000	123-085
1.618	123-051
2.618	122-316
4.250	122-226

Fisher Pivots for day following 19-Apr-2012
Pivot	1 day	3 day
R1	123-174	123-170
PP	123-171	123-164
S1	123-168	123-158

Download as Excel Spreadsheet

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

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