ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 01-Jun-2012

Day Change Summary
	Previous	Current
	31-May-2012	01-Jun-2012	Change	Change %	Previous Week
Open	124-105	124-150	0-045	0.1%	124-000
High	124-185	124-242	0-057	0.1%	124-242
Low	124-067	124-122	0-055	0.1%	123-285
Close	124-120	124-185	0-065	0.2%	124-185
Range	0-118	0-120	0-002	1.7%	0-277
ATR	0-082	0-085	0-003	3.5%	0-000
Volume	219,079	83,541	-135,538	-61.9%	2,193,044

Daily Pivots for day following 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-223	125-164	124-251
R3	125-103	125-044	124-218
R2	124-303	124-303	124-207
R1	124-244	124-244	124-196	124-274
PP	124-183	124-183	124-183	124-198
S1	124-124	124-124	124-174	124-154
S2	124-063	124-063	124-163
S3	123-263	124-004	124-152
S4	123-143	123-204	124-119

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	127-002	126-210	125-017
R3	126-045	125-253	124-261
R2	125-088	125-088	124-236
R1	124-296	124-296	124-210	125-032
PP	124-131	124-131	124-131	124-158
S1	124-019	124-019	124-160	124-075
S2	123-174	123-174	124-134
S3	122-217	123-062	124-109
S4	121-260	122-105	124-033

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-242	123-285	0-277	0.7%	0-102	0.3%	79%	True	False	549,333
10	124-242	123-275	0-287	0.7%	0-089	0.2%	80%	True	False	547,257
20	124-242	123-210	1-032	0.9%	0-078	0.2%	84%	True	False	474,171
40	124-242	122-157	2-085	1.8%	0-075	0.2%	92%	True	False	424,483
60	124-242	121-135	3-107	2.7%	0-094	0.2%	95%	True	False	456,156
80	124-242	121-135	3-107	2.7%	0-091	0.2%	95%	True	False	405,013
100	124-242	121-135	3-107	2.7%	0-081	0.2%	95%	True	False	324,132

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	0-025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-112
2.618	125-236
1.618	125-116
1.000	125-042
0.618	124-316
HIGH	124-242
0.618	124-196
0.500	124-182
0.382	124-168
LOW	124-122
0.618	124-048
1.000	124-002
1.618	123-248
2.618	123-128
4.250	122-252

Fisher Pivots for day following 01-Jun-2012
Pivot	1 day	3 day
R1	124-184	124-159
PP	124-183	124-133
S1	124-182	124-107

Download as Excel Spreadsheet

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

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