ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 25-Apr-2012

Day Change Summary
	Previous	Current
	24-Apr-2012	25-Apr-2012	Change	Change %	Previous Week
Open	123-210	123-167	-0-043	-0.1%	123-160
High	123-230	123-195	-0-035	-0.1%	123-205
Low	123-162	123-102	-0-060	-0.2%	123-120
Close	123-180	123-187	0-007	0.0%	123-167
Range	0-068	0-093	0-025	36.8%	0-085
ATR	0-093	0-093	0-000	0.0%	0-000
Volume	336,527	538,429	201,902	60.0%	1,762,213

Daily Pivots for day following 25-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-120	124-087	123-238
R3	124-027	123-314	123-213
R2	123-254	123-254	123-204
R1	123-221	123-221	123-196	123-238
PP	123-161	123-161	123-161	123-170
S1	123-128	123-128	123-178	123-144
S2	123-068	123-068	123-170
S3	122-295	123-035	123-161
S4	122-202	122-262	123-136

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	123-230	123-102	0-128	0.3%	0-065	0.2%	66%	False	True	367,658
10	123-230	123-075	0-155	0.4%	0-066	0.2%	72%	False	False	369,908
20	123-230	122-047	1-183	1.3%	0-091	0.2%	91%	False	False	425,215
40	123-230	121-135	2-095	1.9%	0-107	0.3%	94%	False	False	473,857
60	124-000	121-135	2-185	2.1%	0-092	0.2%	84%	False	False	348,603
80	124-000	121-135	2-185	2.1%	0-079	0.2%	84%	False	False	261,486

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	124-270
2.618	124-118
1.618	124-025
1.000	123-288
0.618	123-252
HIGH	123-195
0.618	123-159
0.500	123-148
0.382	123-138
LOW	123-102
0.618	123-045
1.000	123-009
1.618	122-272
2.618	122-179
4.250	122-027

Fisher Pivots for day following 25-Apr-2012
Pivot	1 day	3 day
R1	123-174	123-180
PP	123-161	123-173
S1	123-148	123-166

Download as Excel Spreadsheet

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

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