ECBOT 5 Year T-Note Future September 2012

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Trading Metrics calculated at close of trading on 18-May-2012
Day Change Summary Previous Current 17-May-2012 18-May-2012 Change Change % Previous Week Open 123-220 123-250 0-030 0.1% 123-280 High 123-270 123-260 -0-010 0.0% 123-310 Low 123-220 123-210 -0-010 0.0% 123-210 Close 123-260 123-250 -0-010 0.0% 123-250 Range 0-050 0-050 0-000 0.0% 0-100 ATR 0-044 0-045 0-000 0.9% 0-000 Volume 4,643 4,394 -249 -5.4% 38,793
Daily Pivots for day following 18-May-2012 Classic Woodie Camarilla DeMark R4 124-070 124-050 123-278 R3 124-020 124-000 123-264 R2 123-290 123-290 123-259 R1 123-270 123-270 123-255 123-275 PP 123-240 123-240 123-240 123-242 S1 123-220 123-220 123-245 123-225 S2 123-190 123-190 123-241 S3 123-140 123-170 123-236 S4 123-090 123-120 123-222	Weekly Pivots for week ending 18-May-2012 Classic Woodie Camarilla DeMark R4 124-237 124-183 123-305 R3 124-137 124-083 123-278 R2 124-037 124-037 123-268 R1 123-303 123-303 123-259 123-280 PP 123-257 123-257 123-257 123-245 S1 123-203 123-203 123-241 123-180 S2 123-157 123-157 123-232 S3 123-057 123-103 123-222 S4 122-277 123-003 123-195
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 123-310 123-210 0-100 0.3% 0-042 0.1% 40% False True 7,758 10 123-310 123-190 0-120 0.3% 0-034 0.1% 50% False False 4,437 20 123-310 123-050 0-260 0.7% 0-036 0.1% 77% False False 2,677
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 True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0-003	Fibonacci Retracements and Extensions 4.250 124-152 2.618 124-071 1.618 124-021 1.000 123-310 0.618 123-291 HIGH 123-260 0.618 123-241 0.500 123-235 0.382 123-229 LOW 123-210 0.618 123-179 1.000 123-160 1.618 123-129 2.618 123-079 4.250 122-318
Fisher Pivots for day following 18-May-2012 Pivot 1 day 3 day R1 123-245 123-247 PP 123-240 123-243 S1 123-235 123-240

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