ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 16-May-2012

Day Change Summary
	Previous	Current
	15-May-2012	16-May-2012	Change	Change %	Previous Week
Open	123-280	123-220	-0-060	-0.2%	123-200
High	123-280	123-270	-0-010	0.0%	123-270
Low	123-260	123-210	-0-050	-0.1%	123-190
Close	123-260	123-260	0-000	0.0%	123-250
Range	0-020	0-060	0-040	200.0%	0-080
ATR	0-043	0-044	0-001	2.9%	0-000
Volume	2,320	26,209	23,889	1,029.7%	5,585

Daily Pivots for day following 16-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-107	124-083	123-293
R3	124-047	124-023	123-276
R2	123-307	123-307	123-271
R1	123-283	123-283	123-266	123-295
PP	123-247	123-247	123-247	123-252
S1	123-223	123-223	123-254	123-235
S2	123-187	123-187	123-249
S3	123-127	123-163	123-244
S4	123-067	123-103	123-227

Weekly Pivots for week ending 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-157	124-123	123-294
R3	124-077	124-043	123-272
R2	123-317	123-317	123-265
R1	123-283	123-283	123-257	123-300
PP	123-237	123-237	123-237	123-245
S1	123-203	123-203	123-243	123-220
S2	123-157	123-157	123-235
S3	123-077	123-123	123-228
S4	122-317	123-043	123-206

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-310	123-190	0-120	0.3%	0-032	0.1%	58%	False	False	6,184
10	123-310	123-120	0-190	0.5%	0-037	0.1%	74%	False	False	3,612
20	123-310	123-030	0-280	0.7%	0-031	0.1%	82%	False	False	2,293

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-002
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	124-205
2.618	124-107
1.618	124-047
1.000	124-010
0.618	123-307
HIGH	123-270
0.618	123-247
0.500	123-240
0.382	123-233
LOW	123-210
0.618	123-173
1.000	123-150
1.618	123-113
2.618	123-053
4.250	122-275

Fisher Pivots for day following 16-May-2012
Pivot	1 day	3 day
R1	123-253	123-260
PP	123-247	123-260
S1	123-240	123-260

Download as Excel Spreadsheet

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

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