ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 14-May-2012

Day Change Summary
	Previous	Current
	11-May-2012	14-May-2012	Change	Change %	Previous Week
Open	124-037	124-040	0-003	0.0%	123-312
High	124-060	124-100	0-040	0.1%	124-065
Low	124-022	124-040	0-018	0.0%	123-292
Close	124-042	124-075	0-033	0.1%	124-042
Range	0-038	0-060	0-022	57.9%	0-093
ATR	0-078	0-076	-0-001	-1.6%	0-000
Volume	280,133	386,547	106,414	38.0%	1,806,026

Daily Pivots for day following 14-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-252	124-223	124-108
R3	124-192	124-163	124-092
R2	124-132	124-132	124-086
R1	124-103	124-103	124-080	124-118
PP	124-072	124-072	124-072	124-079
S1	124-043	124-043	124-070	124-058
S2	124-012	124-012	124-064
S3	123-272	123-303	124-058
S4	123-212	123-243	124-042

Weekly Pivots for week ending 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-305	124-267	124-093
R3	124-212	124-174	124-068
R2	124-119	124-119	124-059
R1	124-081	124-081	124-051	124-100
PP	124-026	124-026	124-026	124-036
S1	123-308	123-308	124-033	124-007
S2	123-253	123-253	124-025
S3	123-160	123-215	124-016
S4	123-067	123-122	123-311

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-100	123-292	0-128	0.3%	0-059	0.1%	80%	True	False	395,118
10	124-100	123-202	0-218	0.5%	0-065	0.2%	89%	True	False	351,081
20	124-100	123-102	0-318	0.8%	0-065	0.2%	92%	True	False	358,903
40	124-100	121-135	2-285	2.3%	0-090	0.2%	97%	True	False	413,750
60	124-100	121-135	2-285	2.3%	0-095	0.2%	97%	True	False	425,008
80	124-100	121-135	2-285	2.3%	0-086	0.2%	97%	True	False	319,012

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	0-018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-035
2.618	124-257
1.618	124-197
1.000	124-160
0.618	124-137
HIGH	124-100
0.618	124-077
0.500	124-070
0.382	124-063
LOW	124-040
0.618	124-003
1.000	123-300
1.618	123-263
2.618	123-203
4.250	123-105

Fisher Pivots for day following 14-May-2012
Pivot	1 day	3 day
R1	124-073	124-062
PP	124-072	124-050
S1	124-070	124-038

Download as Excel Spreadsheet

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

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