ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 04-Jun-2012

Day Change Summary
	Previous	Current
	01-Jun-2012	04-Jun-2012	Change	Change %	Previous Week
Open	124-080	124-140	0-060	0.2%	123-230
High	124-200	124-152	-0-048	-0.1%	124-200
Low	124-060	124-027	-0-033	-0.1%	123-210
Close	124-130	124-032	-0-098	-0.2%	124-130
Range	0-140	0-125	-0-015	-10.7%	0-310
ATR	0-071	0-074	0-004	5.5%	0-000
Volume	716,883	437,319	-279,564	-39.0%	2,724,063

Daily Pivots for day following 04-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-125	125-044	124-101
R3	125-000	124-239	124-066
R2	124-195	124-195	124-055
R1	124-114	124-114	124-043	124-092
PP	124-070	124-070	124-070	124-060
S1	123-309	123-309	124-021	123-287
S2	123-265	123-265	124-009
S3	123-140	123-184	123-318
S4	123-015	123-059	123-283

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	123-210	0-310	0.8%	0-123	0.3%	46%	False	False	632,276
10	124-200	123-180	1-020	0.9%	0-094	0.2%	51%	False	False	388,722
20	124-200	123-180	1-020	0.9%	0-064	0.2%	51%	False	False	196,580

Crabel Price Patterns
NR	True
NR4	True
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	0-020
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-043
2.618	125-159
1.618	125-034
1.000	124-277
0.618	124-229
HIGH	124-152
0.618	124-104
0.500	124-090
0.382	124-075
LOW	124-027
0.618	123-270
1.000	123-222
1.618	123-145
2.618	123-020
4.250	122-136

Fisher Pivots for day following 04-Jun-2012
Pivot	1 day	3 day
R1	124-090	124-100
PP	124-070	124-077
S1	124-051	124-055

Download as Excel Spreadsheet

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

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