ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 23-Apr-2012

Day Change Summary
	Previous	Current
	20-Apr-2012	23-Apr-2012	Change	Change %	Previous Week
Open	123-162	123-172	0-010	0.0%	123-160
High	123-185	123-227	0-042	0.1%	123-205
Low	123-135	123-167	0-032	0.1%	123-120
Close	123-167	123-215	0-048	0.1%	123-167
Range	0-050	0-060	0-010	20.0%	0-085
ATR	0-098	0-095	-0-003	-2.8%	0-000
Volume	287,552	300,171	12,619	4.4%	1,762,213

Daily Pivots for day following 23-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-063	124-039	123-248
R3	124-003	123-299	123-232
R2	123-263	123-263	123-226
R1	123-239	123-239	123-220	123-251
PP	123-203	123-203	123-203	123-209
S1	123-179	123-179	123-210	123-191
S2	123-143	123-143	123-204
S3	123-083	123-119	123-198
S4	123-023	123-059	123-182

Weekly Pivots for week ending 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-099	124-058	123-214
R3	124-014	123-293	123-190
R2	123-249	123-249	123-183
R1	123-208	123-208	123-175	123-228
PP	123-164	123-164	123-164	123-174
S1	123-123	123-123	123-159	123-144
S2	123-079	123-079	123-151
S3	122-314	123-038	123-144
S4	122-229	122-273	123-120

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-227	123-120	0-107	0.3%	0-057	0.1%	89%	True	False	340,088
10	123-227	123-032	0-195	0.5%	0-069	0.2%	94%	True	False	385,506
20	123-227	121-292	1-255	1.5%	0-095	0.2%	98%	True	False	423,371
40	123-227	121-135	2-092	1.8%	0-107	0.3%	98%	True	False	488,912
60	124-000	121-135	2-185	2.1%	0-091	0.2%	87%	False	False	334,028

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-162
2.618	124-064
1.618	124-004
1.000	123-287
0.618	123-264
HIGH	123-227
0.618	123-204
0.500	123-197
0.382	123-190
LOW	123-167
0.618	123-130
1.000	123-107
1.618	123-070
2.618	123-010
4.250	122-232

Fisher Pivots for day following 23-Apr-2012
Pivot	1 day	3 day
R1	123-209	123-204
PP	123-203	123-192
S1	123-197	123-181

Download as Excel Spreadsheet

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

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