ECBOT 5 Year T-Note Future December 2012

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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 123-280 124-030 0-070 0.2% 123-290 High 123-280 124-030 0-070 0.2% 124-030 Low 123-280 124-030 0-070 0.2% 123-240 Close 123-280 124-030 0-070 0.2% 124-030 Range ATR 0-051 0-053 0-001 2.6% 0-000 Volume 8 8 0 0.0% 32
Daily Pivots for day following 06-Jul-2012 Classic Woodie Camarilla DeMark R4 124-030 124-030 124-030 R3 124-030 124-030 124-030 R2 124-030 124-030 124-030 R1 124-030 124-030 124-030 124-030 PP 124-030 124-030 124-030 124-030 S1 124-030 124-030 124-030 124-030 S2 124-030 124-030 124-030 S3 124-030 124-030 124-030 S4 124-030 124-030 124-030	Weekly Pivots for week ending 06-Jul-2012 Classic Woodie Camarilla DeMark R4 125-003 124-287 124-090 R3 124-213 124-177 124-060 R2 124-103 124-103 124-050 R1 124-067 124-067 124-040 124-085 PP 123-313 123-313 123-313 124-002 S1 123-277 123-277 124-020 123-295 S2 123-203 123-203 124-010 S3 123-093 123-167 124-000 S4 122-303 123-057 123-290
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 124-030 123-110 0-240 0.6% 0-000 0.0% 100% True False 8 10 124-030 123-040 0-310 0.8% 0-000 0.0% 100% True False 8 20 124-030 123-040 0-310 0.8% 0-000 0.0% 100% True False 8
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS False 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 0-000	Fibonacci Retracements and Extensions 4.250 124-030 2.618 124-030 1.618 124-030 1.000 124-030 0.618 124-030 HIGH 124-030 0.618 124-030 0.500 124-030 0.382 124-030 LOW 124-030 0.618 124-030 1.000 124-030 1.618 124-030 2.618 124-030 4.250 124-030
Fisher Pivots for day following 06-Jul-2012 Pivot 1 day 3 day R1 124-030 124-012 PP 124-030 123-313 S1 124-030 123-295

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