ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 07-May-2012

Day Change Summary
	Previous	Current
	04-May-2012	07-May-2012	Change	Change %	Previous Week
Open	123-245	123-312	0-067	0.2%	123-247
High	124-005	124-032	0-027	0.1%	124-005
Low	123-210	123-297	0-087	0.2%	123-202
Close	123-300	123-302	0-002	0.0%	123-300
Range	0-115	0-055	-0-060	-52.2%	0-123
ATR	0-085	0-083	-0-002	-2.5%	0-000
Volume	399,139	216,981	-182,158	-45.6%	1,638,281

Daily Pivots for day following 07-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-162	124-127	124-012
R3	124-107	124-072	123-317
R2	124-052	124-052	123-312
R1	124-017	124-017	123-307	124-007
PP	123-317	123-317	123-317	123-312
S1	123-282	123-282	123-297	123-272
S2	123-262	123-262	123-292
S3	123-207	123-227	123-287
S4	123-152	123-172	123-272

Weekly Pivots for week ending 04-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-005	124-275	124-048
R3	124-202	124-152	124-014
R2	124-079	124-079	124-003
R1	124-029	124-029	123-311	124-054
PP	123-276	123-276	123-276	123-288
S1	123-226	123-226	123-289	123-251
S2	123-153	123-153	123-277
S3	123-030	123-103	123-266
S4	122-227	122-300	123-232

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-032	123-202	0-150	0.4%	0-072	0.2%	67%	True	False	307,044
10	124-032	123-102	0-250	0.6%	0-072	0.2%	80%	True	False	350,203
20	124-032	123-032	1-000	0.8%	0-071	0.2%	84%	True	False	367,855
40	124-032	121-135	2-217	2.2%	0-101	0.3%	94%	True	False	440,472
60	124-032	121-135	2-217	2.2%	0-096	0.2%	94%	True	False	392,198
80	124-032	121-135	2-217	2.2%	0-084	0.2%	94%	True	False	294,323

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-023
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	124-266
2.618	124-176
1.618	124-121
1.000	124-087
0.618	124-066
HIGH	124-032
0.618	124-011
0.500	124-004
0.382	123-318
LOW	123-297
0.618	123-263
1.000	123-242
1.618	123-208
2.618	123-153
4.250	123-063

Fisher Pivots for day following 07-May-2012
Pivot	1 day	3 day
R1	124-004	123-294
PP	123-317	123-285
S1	123-310	123-277

Download as Excel Spreadsheet

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

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