ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 31-May-2012

Day Change Summary
	Previous	Current
	30-May-2012	31-May-2012	Change	Change %	Previous Week
Open	123-220	124-050	0-150	0.4%	123-240
High	124-050	124-130	0-080	0.2%	123-280
Low	123-210	124-000	0-110	0.3%	123-180
Close	124-040	124-060	0-020	0.1%	123-240
Range	0-160	0-130	-0-030	-18.8%	0-100
ATR	0-060	0-065	0-005	8.3%	0-000
Volume	961,554	708,707	-252,847	-26.3%	725,840

Daily Pivots for day following 31-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-133	125-067	124-132
R3	125-003	124-257	124-096
R2	124-193	124-193	124-084
R1	124-127	124-127	124-072	124-160
PP	124-063	124-063	124-063	124-080
S1	123-317	123-317	124-048	124-030
S2	123-253	123-253	124-036
S3	123-123	123-187	124-024
S4	122-313	123-057	123-308

Weekly Pivots for week ending 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-213	124-167	123-295
R3	124-113	124-067	123-268
R2	124-013	124-013	123-258
R1	123-287	123-287	123-249	123-290
PP	123-233	123-233	123-233	123-235
S1	123-187	123-187	123-231	123-190
S2	123-133	123-133	123-222
S3	123-033	123-087	123-212
S4	122-253	122-307	123-185

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-130	123-200	0-250	0.6%	0-098	0.2%	72%	True	False	519,093
10	124-130	123-180	0-270	0.7%	0-078	0.2%	74%	True	False	274,205
20	124-130	123-120	1-010	0.8%	0-058	0.1%	79%	True	False	138,908

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	0-018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-042
2.618	125-150
1.618	125-020
1.000	124-260
0.618	124-210
HIGH	124-130
0.618	124-080
0.500	124-065
0.382	124-050
LOW	124-000
0.618	123-240
1.000	123-190
1.618	123-110
2.618	122-300
4.250	122-088

Fisher Pivots for day following 31-May-2012
Pivot	1 day	3 day
R1	124-065	124-043
PP	124-063	124-027
S1	124-062	124-010

Download as Excel Spreadsheet

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

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