ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 30-Apr-2012

Day Change Summary
	Previous	Current
	27-Apr-2012	30-Apr-2012	Change	Change %	Previous Week
Open	123-245	123-247	0-002	0.0%	123-172
High	123-310	123-267	-0-043	-0.1%	123-310
Low	123-220	123-232	0-012	0.0%	123-102
Close	123-245	123-255	0-010	0.0%	123-245
Range	0-090	0-035	-0-055	-61.1%	0-208
ATR	0-092	0-088	-0-004	-4.4%	0-000
Volume	356,788	320,040	-36,748	-10.3%	1,946,947

Daily Pivots for day following 30-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-036	124-021	123-274
R3	124-001	123-306	123-265
R2	123-286	123-286	123-261
R1	123-271	123-271	123-258	123-278
PP	123-251	123-251	123-251	123-255
S1	123-236	123-236	123-252	123-244
S2	123-216	123-216	123-249
S3	123-181	123-201	123-245
S4	123-146	123-166	123-236

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%	0-072	0.2%	74%	False	False	393,363
10	123-310	123-102	0-208	0.5%	0-064	0.2%	74%	False	False	366,725
20	123-310	122-047	1-263	1.5%	0-086	0.2%	91%	False	False	404,962
40	123-310	121-135	2-175	2.1%	0-104	0.3%	93%	False	False	455,033
60	124-000	121-135	2-185	2.1%	0-096	0.2%	92%	False	False	366,758
80	124-000	121-135	2-185	2.1%	0-081	0.2%	92%	False	False	275,135

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Narrowest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	124-096
2.618	124-039
1.618	124-004
1.000	123-302
0.618	123-289
HIGH	123-267
0.618	123-254
0.500	123-250
0.382	123-245
LOW	123-232
0.618	123-210
1.000	123-197
1.618	123-175
2.618	123-140
4.250	123-083

Fisher Pivots for day following 30-Apr-2012
Pivot	1 day	3 day
R1	123-253	123-251
PP	123-251	123-247
S1	123-250	123-242

Download as Excel Spreadsheet

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

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