ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 22-May-2012

Day Change Summary
	Previous	Current
	21-May-2012	22-May-2012	Change	Change %	Previous Week
Open	124-002	124-020	0-018	0.0%	124-040
High	124-035	124-025	-0-010	0.0%	124-100
Low	123-282	123-280	-0-002	0.0%	123-312
Close	124-027	123-300	-0-047	-0.1%	124-027
Range	0-073	0-065	-0-008	-11.0%	0-108
ATR	0-073	0-073	0-000	-0.6%	0-000
Volume	360,667	472,767	112,100	31.1%	2,215,606

Daily Pivots for day following 22-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-183	124-147	124-016
R3	124-118	124-082	123-318
R2	124-053	124-053	123-312
R1	124-017	124-017	123-306	124-002
PP	123-308	123-308	123-308	123-301
S1	123-272	123-272	123-294	123-258
S2	123-243	123-243	123-288
S3	123-178	123-207	123-282
S4	123-113	123-142	123-264

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	124-072	123-280	0-112	0.3%	0-068	0.2%	18%	False	True	443,227
10	124-100	123-280	0-140	0.4%	0-062	0.2%	14%	False	True	424,749
20	124-100	123-102	0-318	0.8%	0-067	0.2%	62%	False	False	390,179
40	124-100	122-040	2-060	1.8%	0-080	0.2%	83%	False	False	405,539
60	124-100	121-135	2-285	2.3%	0-093	0.2%	87%	False	False	449,629
80	124-100	121-135	2-285	2.3%	0-085	0.2%	87%	False	False	352,271

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-301
2.618	124-195
1.618	124-130
1.000	124-090
0.618	124-065
HIGH	124-025
0.618	124-000
0.500	123-312
0.382	123-305
LOW	123-280
0.618	123-240
1.000	123-215
1.618	123-175
2.618	123-110
4.250	123-004

Fisher Pivots for day following 22-May-2012
Pivot	1 day	3 day
R1	123-312	124-006
PP	123-308	123-317
S1	123-304	123-309

Download as Excel Spreadsheet

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

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