ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 02-May-2012

Day Change Summary
	Previous	Current
	01-May-2012	02-May-2012	Change	Change %	Previous Week
Open	123-255	123-237	-0-018	0.0%	123-172
High	123-277	123-275	-0-002	0.0%	123-310
Low	123-215	123-205	-0-010	0.0%	123-102
Close	123-220	123-242	0-022	0.1%	123-245
Range	0-062	0-070	0-008	12.9%	0-208
ATR	0-086	0-085	-0-001	-1.3%	0-000
Volume	274,702	324,780	50,078	18.2%	1,946,947

Daily Pivots for day following 02-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-131	124-096	123-280
R3	124-061	124-026	123-261
R2	123-311	123-311	123-255
R1	123-276	123-276	123-248	123-294
PP	123-241	123-241	123-241	123-249
S1	123-206	123-206	123-236	123-224
S2	123-171	123-171	123-229
S3	123-101	123-136	123-223
S4	123-031	123-066	123-204

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	123-175	0-135	0.3%	0-066	0.2%	50%	False	False	338,268
10	123-310	123-102	0-208	0.5%	0-066	0.2%	67%	False	False	352,963
20	123-310	122-047	1-263	1.5%	0-075	0.2%	88%	False	False	387,214
40	123-310	121-135	2-175	2.1%	0-102	0.3%	92%	False	False	448,507
60	123-310	121-135	2-175	2.1%	0-095	0.2%	92%	False	False	376,655
80	124-000	121-135	2-185	2.1%	0-081	0.2%	91%	False	False	282,627

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	0-020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-252
2.618	124-138
1.618	124-068
1.000	124-025
0.618	123-318
HIGH	123-275
0.618	123-248
0.500	123-240
0.382	123-232
LOW	123-205
0.618	123-162
1.000	123-135
1.618	123-092
2.618	123-022
4.250	122-228

Fisher Pivots for day following 02-May-2012
Pivot	1 day	3 day
R1	123-241	123-242
PP	123-241	123-241
S1	123-240	123-241

Download as Excel Spreadsheet

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

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