ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 11-Jun-2012

Day Change Summary
	Previous	Current
	08-Jun-2012	11-Jun-2012	Change	Change %	Previous Week
Open	123-302	123-275	-0-027	-0.1%	124-140
High	124-067	124-037	-0-030	-0.1%	124-152
Low	123-287	123-085	-0-202	-0.5%	123-252
Close	123-297	124-012	0-035	0.1%	123-297
Range	0-100	0-272	0-172	172.0%	0-220
ATR	0-079	0-093	0-014	17.5%	0-000
Volume	371,682	444,476	72,794	19.6%	2,429,232

Daily Pivots for day following 11-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-114	126-015	124-162
R3	125-162	125-063	124-087
R2	124-210	124-210	124-062
R1	124-111	124-111	124-037	124-160
PP	123-258	123-258	123-258	123-283
S1	123-159	123-159	123-307	123-208
S2	122-306	122-306	123-282
S3	122-034	122-207	123-257
S4	121-082	121-255	123-182

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-040	125-229	124-098
R3	125-140	125-009	124-038
R2	124-240	124-240	124-017
R1	124-109	124-109	123-317	124-064
PP	124-020	124-020	124-020	123-318
S1	123-209	123-209	123-277	123-164
S2	123-120	123-120	123-257
S3	122-220	122-309	123-236
S4	122-000	122-089	123-176

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-080	123-085	0-315	0.8%	0-128	0.3%	78%	False	True	487,277
10	124-200	123-085	1-115	1.1%	0-126	0.3%	57%	False	True	559,777
20	124-200	123-085	1-115	1.1%	0-090	0.2%	57%	False	True	318,120
40	124-200	123-000	1-200	1.3%	0-058	0.1%	64%	False	False	159,630

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	0-029
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	127-233
2.618	126-109
1.618	125-157
1.000	124-309
0.618	124-205
HIGH	124-037
0.618	123-253
0.500	123-221
0.382	123-189
LOW	123-085
0.618	122-237
1.000	122-133
1.618	121-285
2.618	121-013
4.250	119-209

Fisher Pivots for day following 11-Jun-2012
Pivot	1 day	3 day
R1	123-295	123-300
PP	123-258	123-268
S1	123-221	123-236

Download as Excel Spreadsheet

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

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