ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 06-Jul-2012

Day Change Summary
	Previous	Current
	05-Jul-2012	06-Jul-2012	Change	Change %	Previous Week
Open	124-042	124-072	0-030	0.1%	123-317
High	124-097	124-150	0-053	0.1%	124-150
Low	124-027	124-065	0-038	0.1%	123-307
Close	124-075	124-127	0-052	0.1%	124-127
Range	0-070	0-085	0-015	21.4%	0-163
ATR	0-091	0-090	0-000	-0.4%	0-000
Volume	541	307,432	306,891	56,726.6%	766,865

Daily Pivots for day following 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-049	125-013	124-174
R3	124-284	124-248	124-150
R2	124-199	124-199	124-143
R1	124-163	124-163	124-135	124-181
PP	124-114	124-114	124-114	124-123
S1	124-078	124-078	124-119	124-096
S2	124-029	124-029	124-111
S3	123-264	123-313	124-104
S4	123-179	123-228	124-080

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-257	125-195	124-217
R3	125-094	125-032	124-172
R2	124-251	124-251	124-157
R1	124-189	124-189	124-142	124-220
PP	124-088	124-088	124-088	124-104
S1	124-026	124-026	124-112	124-057
S2	123-245	123-245	124-097
S3	123-082	123-183	124-082
S4	122-239	123-020	124-037

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-150	123-262	0-208	0.5%	0-098	0.2%	89%	True	False	257,487
10	124-150	123-232	0-238	0.6%	0-083	0.2%	90%	True	False	309,469
20	124-150	123-085	1-065	1.0%	0-101	0.3%	94%	True	False	371,422
40	124-200	123-085	1-115	1.1%	0-087	0.2%	83%	False	False	324,396

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	0-013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-191
2.618	125-053
1.618	124-288
1.000	124-235
0.618	124-203
HIGH	124-150
0.618	124-118
0.500	124-108
0.382	124-097
LOW	124-065
0.618	124-012
1.000	123-300
1.618	123-247
2.618	123-162
4.250	123-024

Fisher Pivots for day following 06-Jul-2012
Pivot	1 day	3 day
R1	124-120	124-114
PP	124-114	124-101
S1	124-108	124-088

Download as Excel Spreadsheet

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

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