ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 26-Apr-2012

Day Change Summary
	Previous	Current
	25-Apr-2012	26-Apr-2012	Change	Change %	Previous Week
Open	123-167	123-187	0-020	0.1%	123-160
High	123-195	123-250	0-055	0.1%	123-205
Low	123-102	123-175	0-073	0.2%	123-120
Close	123-187	123-225	0-038	0.1%	123-167
Range	0-093	0-075	-0-018	-19.4%	0-085
ATR	0-093	0-092	-0-001	-1.4%	0-000
Volume	538,429	415,032	-123,397	-22.9%	1,762,213

Daily Pivots for day following 26-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-122	124-088	123-266
R3	124-047	124-013	123-246
R2	123-292	123-292	123-239
R1	123-258	123-258	123-232	123-275
PP	123-217	123-217	123-217	123-225
S1	123-183	123-183	123-218	123-200
S2	123-142	123-142	123-211
S3	123-067	123-108	123-204
S4	122-312	123-033	123-184

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	123-250	123-102	0-148	0.4%	0-069	0.2%	83%	True	False	375,542
10	123-250	123-092	0-158	0.4%	0-067	0.2%	84%	True	False	370,638
20	123-250	122-047	1-203	1.3%	0-091	0.2%	95%	True	False	420,946
40	123-250	121-135	2-115	1.9%	0-106	0.3%	97%	True	False	465,420
60	124-000	121-135	2-185	2.1%	0-093	0.2%	88%	False	False	355,510
80	124-000	121-135	2-185	2.1%	0-080	0.2%	88%	False	False	266,674

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	0-018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-249
2.618	124-126
1.618	124-051
1.000	124-005
0.618	123-296
HIGH	123-250
0.618	123-221
0.500	123-212
0.382	123-204
LOW	123-175
0.618	123-129
1.000	123-100
1.618	123-054
2.618	122-299
4.250	122-176

Fisher Pivots for day following 26-Apr-2012
Pivot	1 day	3 day
R1	123-221	123-209
PP	123-217	123-192
S1	123-212	123-176

Download as Excel Spreadsheet

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

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