ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 15-Jun-2012

Day Change Summary
	Previous	Current
	14-Jun-2012	15-Jun-2012	Change	Change %	Previous Week
Open	124-045	124-052	0-007	0.0%	124-005
High	124-070	124-110	0-040	0.1%	124-110
Low	124-022	124-050	0-028	0.1%	123-192
Close	124-032	124-100	0-068	0.2%	124-100
Range	0-048	0-060	0-012	25.0%	0-238
ATR	0-092	0-091	-0-001	-1.1%	0-000
Volume	10,478	6,190	-4,288	-40.9%	34,900

Daily Pivots for day following 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-267	124-243	124-133
R3	124-207	124-183	124-116
R2	124-147	124-147	124-111
R1	124-123	124-123	124-106	124-135
PP	124-087	124-087	124-087	124-092
S1	124-063	124-063	124-094	124-075
S2	124-027	124-027	124-089
S3	123-287	124-003	124-084
S4	123-227	123-263	124-067

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-101	126-019	124-231
R3	125-183	125-101	124-165
R2	124-265	124-265	124-144
R1	124-183	124-183	124-122	124-224
PP	124-027	124-027	124-027	124-048
S1	123-265	123-265	124-078	123-306
S2	123-109	123-109	124-056
S3	122-191	123-027	124-035
S4	121-273	122-109	123-289

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-110	123-192	0-238	0.6%	0-107	0.3%	96%	True	False	6,980
10	124-205	123-192	1-013	0.8%	0-097	0.2%	68%	False	False	14,938
20	124-242	123-192	1-050	0.9%	0-093	0.2%	62%	False	False	281,097
40	124-242	123-102	1-140	1.2%	0-080	0.2%	69%	False	False	327,661
60	124-242	121-245	2-317	2.4%	0-087	0.2%	85%	False	False	364,570
80	124-242	121-135	3-107	2.7%	0-094	0.2%	87%	False	False	406,185
100	124-242	121-135	3-107	2.7%	0-088	0.2%	87%	False	False	325,615

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	0-024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-045
2.618	124-267
1.618	124-207
1.000	124-170
0.618	124-147
HIGH	124-110
0.618	124-087
0.500	124-080
0.382	124-073
LOW	124-050
0.618	124-013
1.000	123-310
1.618	123-273
2.618	123-213
4.250	123-115

Fisher Pivots for day following 15-Jun-2012
Pivot	1 day	3 day
R1	124-093	124-081
PP	124-087	124-062
S1	124-080	124-042

Download as Excel Spreadsheet

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

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