ECBOT 5 Year T-Note Future December 2012

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Trading Metrics calculated at close of trading on 26-Jun-2012
Day Change Summary Previous Current 25-Jun-2012 26-Jun-2012 Change Change % Previous Week Open 123-120 123-100 -0-020 -0.1% 123-150 High 123-120 123-100 -0-020 -0.1% 123-150 Low 123-120 123-100 -0-020 -0.1% 123-040 Close 123-120 123-100 -0-020 -0.1% 123-040 Range ATR 0-042 0-041 -0-002 -3.8% 0-000 Volume 8 8 0 0.0% 40
Daily Pivots for day following 26-Jun-2012 Classic Woodie Camarilla DeMark R4 123-100 123-100 123-100 R3 123-100 123-100 123-100 R2 123-100 123-100 123-100 R1 123-100 123-100 123-100 123-100 PP 123-100 123-100 123-100 123-100 S1 123-100 123-100 123-100 123-100 S2 123-100 123-100 123-100 S3 123-100 123-100 123-100 S4 123-100 123-100 123-100	Weekly Pivots for week ending 22-Jun-2012 Classic Woodie Camarilla DeMark R4 124-087 124-013 123-100 R3 123-297 123-223 123-070 R2 123-187 123-187 123-060 R1 123-113 123-113 123-050 123-095 PP 123-077 123-077 123-077 123-068 S1 123-003 123-003 123-030 122-305 S2 122-287 122-287 123-020 S3 122-177 122-213 123-010 S4 122-067 122-103 122-300
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 123-120 123-040 0-080 0.2% 0-000 0.0% 75% False False 8 10 123-160 123-040 0-120 0.3% 0-000 0.0% 50% 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 4.250 123-100 2.618 123-100 1.618 123-100 1.000 123-100 0.618 123-100 HIGH 123-100 0.618 123-100 0.500 123-100 0.382 123-100 LOW 123-100 0.618 123-100 1.000 123-100 1.618 123-100 2.618 123-100 4.250 123-100
Fisher Pivots for day following 26-Jun-2012 Pivot 1 day 3 day R1 123-100 123-093 PP 123-100 123-087 S1 123-100 123-080

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