ECBOT 5 Year T-Note Future September 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	124-050	124-080	0-030	0.1%	123-230
High	124-130	124-200	0-070	0.2%	124-200
Low	124-000	124-060	0-060	0.2%	123-210
Close	124-060	124-130	0-070	0.2%	124-130
Range	0-130	0-140	0-010	7.7%	0-310
ATR	0-065	0-071	0-005	8.2%	0-000
Volume	708,707	716,883	8,176	1.2%	2,724,063

Daily Pivots for day following 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-230	125-160	124-207
R3	125-090	125-020	124-168
R2	124-270	124-270	124-156
R1	124-200	124-200	124-143	124-235
PP	124-130	124-130	124-130	124-148
S1	124-060	124-060	124-117	124-095
S2	123-310	123-310	124-104
S3	123-170	123-240	124-092
S4	123-030	123-100	124-053

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	127-043	126-237	124-300
R3	126-053	125-247	124-215
R2	125-063	125-063	124-187
R1	124-257	124-257	124-158	125-000
PP	124-073	124-073	124-073	124-105
S1	123-267	123-267	124-102	124-010
S2	123-083	123-083	124-073
S3	122-093	122-277	124-045
S4	121-103	121-287	123-280

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-200	123-200	1-000	0.8%	0-110	0.3%	78%	True	False	621,186
10	124-200	123-180	1-020	0.9%	0-087	0.2%	79%	True	False	345,429
20	124-200	123-120	1-080	1.0%	0-064	0.2%	83%	True	False	174,752

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	0-020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-155
2.618	125-247
1.618	125-107
1.000	125-020
0.618	124-287
HIGH	124-200
0.618	124-147
0.500	124-130
0.382	124-113
LOW	124-060
0.618	123-293
1.000	123-240
1.618	123-153
2.618	123-013
4.250	122-105

Fisher Pivots for day following 01-Jun-2012
Pivot	1 day	3 day
R1	124-130	124-102
PP	124-130	124-073
S1	124-130	124-045

Download as Excel Spreadsheet

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

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