ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 20-Jun-2012

Day Change Summary
	Previous	Current
	19-Jun-2012	20-Jun-2012	Change	Change %	Previous Week
Open	124-040	123-317	-0-043	-0.1%	123-275
High	124-065	124-017	-0-048	-0.1%	124-060
Low	123-295	123-227	-0-068	-0.2%	123-085
Close	124-007	123-252	-0-075	-0.2%	124-047
Range	0-090	0-110	0-020	22.2%	0-295
ATR	0-096	0-097	0-001	1.0%	0-000
Volume	390,081	603,771	213,690	54.8%	2,156,155

Daily Pivots for day following 20-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-282	124-217	123-312
R3	124-172	124-107	123-282
R2	124-062	124-062	123-272
R1	123-317	123-317	123-262	123-294
PP	123-272	123-272	123-272	123-261
S1	123-207	123-207	123-242	123-184
S2	123-162	123-162	123-232
S3	123-052	123-097	123-222
S4	122-262	122-307	123-192

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	124-070	123-227	0-163	0.4%	0-101	0.3%	15%	False	True	434,648
10	124-070	123-085	0-305	0.8%	0-116	0.3%	55%	False	False	443,309
20	124-200	123-085	1-115	1.1%	0-110	0.3%	38%	False	False	467,640
40	124-200	123-050	1-150	1.2%	0-074	0.2%	43%	False	False	236,189

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	0-025
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-164
2.618	124-305
1.618	124-195
1.000	124-127
0.618	124-085
HIGH	124-017
0.618	123-295
0.500	123-282
0.382	123-269
LOW	123-227
0.618	123-159
1.000	123-117
1.618	123-049
2.618	122-259
4.250	122-080

Fisher Pivots for day following 20-Jun-2012
Pivot	1 day	3 day
R1	123-282	123-308
PP	123-272	123-290
S1	123-262	123-271

Download as Excel Spreadsheet

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

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