ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 06-Jun-2012

Day Change Summary
	Previous	Current
	05-Jun-2012	06-Jun-2012	Change	Change %	Previous Week
Open	124-097	124-097	0-000	0.0%	124-000
High	124-140	124-125	-0-015	0.0%	124-242
Low	124-060	124-010	-0-050	-0.1%	123-285
Close	124-112	124-027	-0-085	-0.2%	124-185
Range	0-080	0-115	0-035	43.8%	0-277
ATR	0-086	0-088	0-002	2.4%	0-000
Volume	21,204	31,226	10,022	47.3%	2,193,044

Daily Pivots for day following 06-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-079	125-008	124-090
R3	124-284	124-213	124-059
R2	124-169	124-169	124-048
R1	124-098	124-098	124-038	124-076
PP	124-054	124-054	124-054	124-043
S1	123-303	123-303	124-016	123-281
S2	123-259	123-259	124-006
S3	123-144	123-188	123-315
S4	123-029	123-073	123-284

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	124-010	0-232	0.6%	0-109	0.3%	7%	False	True	77,889
10	124-242	123-275	0-287	0.7%	0-100	0.3%	25%	False	False	431,606
20	124-242	123-275	0-287	0.7%	0-081	0.2%	25%	False	False	428,177
40	124-242	123-070	1-172	1.2%	0-075	0.2%	56%	False	False	393,239
60	124-242	121-135	3-107	2.7%	0-095	0.2%	80%	False	False	438,045
80	124-242	121-135	3-107	2.7%	0-093	0.2%	80%	False	False	406,041
100	124-242	121-135	3-107	2.7%	0-084	0.2%	80%	False	False	324,999

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	0-027
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-294
2.618	125-106
1.618	124-311
1.000	124-240
0.618	124-196
HIGH	124-125
0.618	124-081
0.500	124-068
0.382	124-054
LOW	124-010
0.618	123-259
1.000	123-215
1.618	123-144
2.618	123-029
4.250	122-161

Fisher Pivots for day following 06-Jun-2012
Pivot	1 day	3 day
R1	124-068	124-108
PP	124-054	124-081
S1	124-040	124-054

Download as Excel Spreadsheet

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

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