ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 08-May-2012

Day Change Summary
	Previous	Current
	07-May-2012	08-May-2012	Change	Change %	Previous Week
Open	123-312	123-305	-0-007	0.0%	123-247
High	124-032	124-045	0-013	0.0%	124-005
Low	123-297	123-292	-0-005	0.0%	123-202
Close	123-302	124-017	0-035	0.1%	123-300
Range	0-055	0-073	0-018	32.7%	0-123
ATR	0-083	0-082	-0-001	-0.9%	0-000
Volume	216,981	390,586	173,605	80.0%	1,638,281

Daily Pivots for day following 08-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-230	124-197	124-057
R3	124-157	124-124	124-037
R2	124-084	124-084	124-030
R1	124-051	124-051	124-024	124-068
PP	124-011	124-011	124-011	124-020
S1	123-298	123-298	124-010	123-314
S2	123-258	123-258	124-004
S3	123-185	123-225	123-317
S4	123-112	123-152	123-297

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	124-045	123-202	0-163	0.4%	0-074	0.2%	83%	True	False	330,221
10	124-045	123-102	0-263	0.7%	0-073	0.2%	89%	True	False	355,609
20	124-045	123-070	0-295	0.7%	0-068	0.2%	91%	True	False	358,302
40	124-045	121-135	2-230	2.2%	0-101	0.3%	97%	True	False	442,979
60	124-045	121-135	2-230	2.2%	0-096	0.2%	97%	True	False	398,663
80	124-045	121-135	2-230	2.2%	0-084	0.2%	97%	True	False	299,205

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	0-022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-035
2.618	124-236
1.618	124-163
1.000	124-118
0.618	124-090
HIGH	124-045
0.618	124-017
0.500	124-008
0.382	124-000
LOW	123-292
0.618	123-247
1.000	123-219
1.618	123-174
2.618	123-101
4.250	122-302

Fisher Pivots for day following 08-May-2012
Pivot	1 day	3 day
R1	124-014	124-000
PP	124-011	123-304
S1	124-008	123-288

Download as Excel Spreadsheet

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

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