ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 21-May-2012

Day Change Summary
	Previous	Current
	18-May-2012	21-May-2012	Change	Change %	Previous Week
Open	124-030	124-002	-0-028	-0.1%	124-040
High	124-052	124-035	-0-017	0.0%	124-100
Low	123-312	123-282	-0-030	-0.1%	123-312
Close	124-027	124-027	0-000	0.0%	124-027
Range	0-060	0-073	0-013	21.7%	0-108
ATR	0-074	0-073	0-000	0.0%	0-000
Volume	409,907	360,667	-49,240	-12.0%	2,215,606

Daily Pivots for day following 21-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-227	124-200	124-067
R3	124-154	124-127	124-047
R2	124-081	124-081	124-040
R1	124-054	124-054	124-034	124-068
PP	124-008	124-008	124-008	124-015
S1	123-301	123-301	124-020	123-314
S2	123-255	123-255	124-014
S3	123-182	123-228	124-007
S4	123-109	123-155	123-307

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-044	124-303	124-086
R3	124-256	124-195	124-057
R2	124-148	124-148	124-047
R1	124-087	124-087	124-037	124-064
PP	124-040	124-040	124-040	124-028
S1	123-299	123-299	124-017	123-276
S2	123-252	123-252	124-007
S3	123-144	123-191	123-317
S4	123-036	123-083	123-288

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-100	123-282	0-138	0.3%	0-067	0.2%	47%	False	True	437,945
10	124-100	123-282	0-138	0.3%	0-063	0.2%	47%	False	True	416,531
20	124-100	123-102	0-318	0.8%	0-068	0.2%	77%	False	False	383,367
40	124-100	121-292	2-128	1.9%	0-081	0.2%	90%	False	False	403,369
60	124-100	121-135	2-285	2.3%	0-094	0.2%	92%	False	False	453,731
80	124-100	121-135	2-285	2.3%	0-085	0.2%	92%	False	False	346,363

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	0-016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-025
2.618	124-226
1.618	124-153
1.000	124-108
0.618	124-080
HIGH	124-035
0.618	124-007
0.500	123-318
0.382	123-310
LOW	123-282
0.618	123-237
1.000	123-209
1.618	123-164
2.618	123-091
4.250	122-292

Fisher Pivots for day following 21-May-2012
Pivot	1 day	3 day
R1	124-018	124-021
PP	124-008	124-015
S1	123-318	124-010

Download as Excel Spreadsheet

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

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