ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 27-Apr-2012

Day Change Summary
	Previous	Current
	26-Apr-2012	27-Apr-2012	Change	Change %	Previous Week
Open	123-187	123-245	0-058	0.1%	123-172
High	123-250	123-310	0-060	0.2%	123-310
Low	123-175	123-220	0-045	0.1%	123-102
Close	123-225	123-245	0-020	0.1%	123-245
Range	0-075	0-090	0-015	20.0%	0-208
ATR	0-092	0-092	0-000	-0.2%	0-000
Volume	415,032	356,788	-58,244	-14.0%	1,946,947

Daily Pivots for day following 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-208	124-157	123-294
R3	124-118	124-067	123-270
R2	124-028	124-028	123-262
R1	123-297	123-297	123-253	123-290
PP	123-258	123-258	123-258	123-255
S1	123-207	123-207	123-237	123-200
S2	123-168	123-168	123-228
S3	123-078	123-117	123-220
S4	122-308	123-027	123-196

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-203	125-112	124-039
R3	124-315	124-224	123-302
R2	124-107	124-107	123-283
R1	124-016	124-016	123-264	124-062
PP	123-219	123-219	123-219	123-242
S1	123-128	123-128	123-226	123-174
S2	123-011	123-011	123-207
S3	122-123	122-240	123-188
S4	121-235	122-032	123-131

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-310	123-102	0-208	0.5%	0-077	0.2%	69%	True	False	389,389
10	123-310	123-102	0-208	0.5%	0-068	0.2%	69%	True	False	370,916
20	123-310	122-047	1-263	1.5%	0-091	0.2%	89%	True	False	414,873
40	123-310	121-135	2-175	2.1%	0-106	0.3%	92%	True	False	458,254
60	124-000	121-135	2-185	2.1%	0-095	0.2%	91%	False	False	361,430
80	124-000	121-135	2-185	2.1%	0-081	0.2%	91%	False	False	271,134

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-052
2.618	124-226
1.618	124-136
1.000	124-080
0.618	124-046
HIGH	123-310
0.618	123-276
0.500	123-265
0.382	123-254
LOW	123-220
0.618	123-164
1.000	123-130
1.618	123-074
2.618	122-304
4.250	122-158

Fisher Pivots for day following 27-Apr-2012
Pivot	1 day	3 day
R1	123-265	123-232
PP	123-258	123-219
S1	123-252	123-206

Download as Excel Spreadsheet

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

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