ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 01-May-2012

Day Change Summary
	Previous	Current
	30-Apr-2012	01-May-2012	Change	Change %	Previous Week
Open	123-247	123-255	0-008	0.0%	123-172
High	123-267	123-277	0-010	0.0%	123-310
Low	123-232	123-215	-0-017	0.0%	123-102
Close	123-255	123-220	-0-035	-0.1%	123-245
Range	0-035	0-062	0-027	77.1%	0-208
ATR	0-088	0-086	-0-002	-2.1%	0-000
Volume	320,040	274,702	-45,338	-14.2%	1,946,947

Daily Pivots for day following 01-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-103	124-064	123-254
R3	124-041	124-002	123-237
R2	123-299	123-299	123-231
R1	123-260	123-260	123-226	123-248
PP	123-237	123-237	123-237	123-232
S1	123-198	123-198	123-214	123-186
S2	123-175	123-175	123-209
S3	123-113	123-136	123-203
S4	123-051	123-074	123-186

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%	0-071	0.2%	57%	False	False	380,998
10	123-310	123-102	0-208	0.5%	0-064	0.2%	57%	False	False	353,218
20	123-310	122-047	1-263	1.5%	0-082	0.2%	85%	False	False	397,699
40	123-310	121-135	2-175	2.1%	0-103	0.3%	89%	False	False	451,875
60	123-310	121-135	2-175	2.1%	0-094	0.2%	89%	False	False	371,278
80	124-000	121-135	2-185	2.1%	0-081	0.2%	88%	False	False	278,568

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-220
2.618	124-119
1.618	124-057
1.000	124-019
0.618	123-315
HIGH	123-277
0.618	123-253
0.500	123-246
0.382	123-239
LOW	123-215
0.618	123-177
1.000	123-153
1.618	123-115
2.618	123-053
4.250	122-272

Fisher Pivots for day following 01-May-2012
Pivot	1 day	3 day
R1	123-246	123-262
PP	123-237	123-248
S1	123-229	123-234

Download as Excel Spreadsheet

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

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