ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 29-Jun-2012

Day Change Summary
	Previous	Current
	28-Jun-2012	29-Jun-2012	Change	Change %	Previous Week
Open	123-315	124-060	0-065	0.2%	123-245
High	124-077	124-075	-0-002	0.0%	124-077
Low	123-305	123-262	-0-043	-0.1%	123-240
Close	124-057	123-310	-0-067	-0.2%	123-310
Range	0-092	0-133	0-041	44.6%	0-157
ATR	0-088	0-091	0-003	3.7%	0-000
Volume	457,984	520,571	62,587	13.7%	1,994,194

Daily Pivots for day following 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-081	125-009	124-063
R3	124-268	124-196	124-027
R2	124-135	124-135	124-014
R1	124-063	124-063	124-002	124-032
PP	124-002	124-002	124-002	123-307
S1	123-250	123-250	123-298	123-220
S2	123-189	123-189	123-286
S3	123-056	123-117	123-273
S4	122-243	122-304	123-237

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-147	125-065	124-076
R3	124-310	124-228	124-033
R2	124-153	124-153	124-019
R1	124-071	124-071	124-004	124-112
PP	123-316	123-316	123-316	124-016
S1	123-234	123-234	123-296	123-275
S2	123-159	123-159	123-281
S3	123-002	123-077	123-267
S4	122-165	122-240	123-224

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-077	123-240	0-157	0.4%	0-083	0.2%	45%	False	False	398,838
10	124-077	123-227	0-170	0.4%	0-086	0.2%	49%	False	False	413,375
20	124-152	123-085	1-067	1.0%	0-103	0.3%	58%	False	False	435,957
40	124-200	123-085	1-115	1.1%	0-084	0.2%	52%	False	False	305,354

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	0-014
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	126-000
2.618	125-103
1.618	124-290
1.000	124-208
0.618	124-157
HIGH	124-075
0.618	124-024
0.500	124-008
0.382	123-313
LOW	123-262
0.618	123-180
1.000	123-129
1.618	123-047
2.618	122-234
4.250	122-017

Fisher Pivots for day following 29-Jun-2012
Pivot	1 day	3 day
R1	124-008	124-010
PP	124-002	124-003
S1	123-316	123-316

Download as Excel Spreadsheet

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

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