ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 15-Jun-2012

Day Change Summary
	Previous	Current
	14-Jun-2012	15-Jun-2012	Change	Change %	Previous Week
Open	123-312	123-260	-0-052	-0.1%	123-275
High	124-020	124-060	0-040	0.1%	124-060
Low	123-255	123-260	0-005	0.0%	123-085
Close	123-292	124-047	0-075	0.2%	124-047
Range	0-085	0-120	0-035	41.2%	0-295
ATR	0-095	0-097	0-002	1.9%	0-000
Volume	437,249	375,904	-61,345	-14.0%	2,156,155

Daily Pivots for day following 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-056	125-011	124-113
R3	124-256	124-211	124-080
R2	124-136	124-136	124-069
R1	124-091	124-091	124-058	124-114
PP	124-016	124-016	124-016	124-027
S1	123-291	123-291	124-036	123-314
S2	123-216	123-216	124-025
S3	123-096	123-171	124-014
S4	122-296	123-051	123-301

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-202	126-100	124-209
R3	125-227	125-125	124-128
R2	124-252	124-252	124-101
R1	124-150	124-150	124-074	124-201
PP	123-277	123-277	123-277	123-303
S1	123-175	123-175	124-020	123-226
S2	122-302	122-302	123-313
S3	122-007	122-200	123-286
S4	121-032	121-225	123-205

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-060	123-085	0-295	0.7%	0-141	0.4%	96%	True	False	431,231
10	124-152	123-085	1-067	1.0%	0-120	0.3%	73%	False	False	458,538
20	124-200	123-085	1-115	1.1%	0-104	0.3%	65%	False	False	401,984
40	124-200	123-030	1-170	1.2%	0-068	0.2%	69%	False	False	202,223

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	0-027
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-250
2.618	125-054
1.618	124-254
1.000	124-180
0.618	124-134
HIGH	124-060
0.618	124-014
0.500	124-000
0.382	123-306
LOW	123-260
0.618	123-186
1.000	123-140
1.618	123-066
2.618	122-266
4.250	122-070

Fisher Pivots for day following 15-Jun-2012
Pivot	1 day	3 day
R1	124-031	124-024
PP	124-016	124-001
S1	124-000	123-298

Download as Excel Spreadsheet

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

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