ECBOT 5 Year T-Note Future December 2012

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Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary Previous Current 19-Jun-2012 20-Jun-2012 Change Change % Previous Week Open 123-120 123-050 -0-070 -0.2% 123-070 High 123-120 123-050 -0-070 -0.2% 123-160 Low 123-120 123-050 -0-070 -0.2% 123-040 Close 123-120 123-050 -0-070 -0.2% 123-160 Range ATR Volume 8 8 0 0.0% 40
Daily Pivots for day following 20-Jun-2012 Classic Woodie Camarilla DeMark R4 123-050 123-050 123-050 R3 123-050 123-050 123-050 R2 123-050 123-050 123-050 R1 123-050 123-050 123-050 123-050 PP 123-050 123-050 123-050 123-050 S1 123-050 123-050 123-050 123-050 S2 123-050 123-050 123-050 S3 123-050 123-050 123-050 S4 123-050 123-050 123-050	Weekly Pivots for week ending 15-Jun-2012 Classic Woodie Camarilla DeMark R4 124-160 124-120 123-226 R3 124-040 124-000 123-193 R2 123-240 123-240 123-182 R1 123-200 123-200 123-171 123-220 PP 123-120 123-120 123-120 123-130 S1 123-080 123-080 123-149 123-100 S2 123-000 123-000 123-138 S3 122-200 122-280 123-127 S4 122-080 122-160 123-094
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 123-160 123-050 0-110 0.3% 0-000 0.0% 0% False True 8 10 123-160 123-040 0-120 0.3% 0-000 0.0% 8% False 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 4.250 123-050 2.618 123-050 1.618 123-050 1.000 123-050 0.618 123-050 HIGH 123-050 0.618 123-050 0.500 123-050 0.382 123-050 LOW 123-050 0.618 123-050 1.000 123-050 1.618 123-050 2.618 123-050 4.250 123-050
Fisher Pivots for day following 20-Jun-2012 Pivot 1 day 3 day R1 123-050 123-100 PP 123-050 123-083 S1 123-050 123-067

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