ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 21-Jun-2012

Day Change Summary
	Previous	Current
	20-Jun-2012	21-Jun-2012	Change	Change %	Previous Week
Open	123-317	123-230	-0-087	-0.2%	123-275
High	124-017	123-312	-0-025	-0.1%	124-060
Low	123-227	123-230	0-003	0.0%	123-085
Close	123-252	123-282	0-030	0.1%	124-047
Range	0-110	0-082	-0-028	-25.5%	0-295
ATR	0-097	0-096	-0-001	-1.1%	0-000
Volume	603,771	445,831	-157,940	-26.2%	2,156,155

Daily Pivots for day following 21-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-201	124-163	124-007
R3	124-119	124-081	123-305
R2	124-037	124-037	123-297
R1	123-319	123-319	123-290	124-018
PP	123-275	123-275	123-275	123-284
S1	123-237	123-237	123-274	123-256
S2	123-193	123-193	123-267
S3	123-111	123-155	123-259
S4	123-029	123-073	123-237

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%	0-100	0.3%	34%	False	False	436,365
10	124-070	123-085	0-305	0.8%	0-119	0.3%	65%	False	False	433,375
20	124-200	123-085	1-115	1.1%	0-110	0.3%	45%	False	False	485,182
40	124-200	123-080	1-120	1.1%	0-076	0.2%	46%	False	False	247,305

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	125-020
2.618	124-207
1.618	124-125
1.000	124-074
0.618	124-043
HIGH	123-312
0.618	123-281
0.500	123-271
0.382	123-261
LOW	123-230
0.618	123-179
1.000	123-148
1.618	123-097
2.618	123-015
4.250	122-202

Fisher Pivots for day following 21-Jun-2012
Pivot	1 day	3 day
R1	123-278	123-306
PP	123-275	123-298
S1	123-271	123-290

Download as Excel Spreadsheet

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

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