ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 15-Feb-2012

Day Change Summary
	Previous	Current
	14-Feb-2012	15-Feb-2012	Change	Change %	Previous Week
Open	123-147	123-162	0-015	0.0%	123-255
High	123-182	123-227	0-045	0.1%	123-290
Low	123-130	123-137	0-007	0.0%	123-100
Close	123-177	123-205	0-028	0.1%	123-200
Range	0-052	0-090	0-038	73.1%	0-190
ATR	0-082	0-083	0-001	0.7%	0-000
Volume	410,577	485,714	75,137	18.3%	2,068,804

Daily Pivots for day following 15-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-140	124-102	123-254
R3	124-050	124-012	123-230
R2	123-280	123-280	123-222
R1	123-242	123-242	123-213	123-261
PP	123-190	123-190	123-190	123-199
S1	123-152	123-152	123-197	123-171
S2	123-100	123-100	123-188
S3	123-010	123-062	123-180
S4	122-240	122-292	123-156

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-127	125-033	123-304
R3	124-257	124-163	123-252
R2	124-067	124-067	123-235
R1	123-293	123-293	123-217	123-245
PP	123-197	123-197	123-197	123-172
S1	123-103	123-103	123-183	123-055
S2	123-007	123-007	123-165
S3	122-137	122-233	123-148
S4	121-267	122-043	123-096

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-227	123-100	0-127	0.3%	0-079	0.2%	83%	True	False	429,650
10	124-037	123-100	0-257	0.6%	0-078	0.2%	41%	False	False	423,002
20	124-037	122-315	1-042	0.9%	0-084	0.2%	58%	False	False	456,300
40	124-037	122-167	1-190	1.3%	0-085	0.2%	70%	False	False	386,039
60	124-037	122-090	1-267	1.5%	0-091	0.2%	74%	False	False	384,479
80	124-037	121-030	3-007	2.4%	0-080	0.2%	84%	False	False	289,077

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-019
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-290
2.618	124-143
1.618	124-053
1.000	123-317
0.618	123-283
HIGH	123-227
0.618	123-193
0.500	123-182
0.382	123-171
LOW	123-137
0.618	123-081
1.000	123-047
1.618	122-311
2.618	122-221
4.250	122-074

Fisher Pivots for day following 15-Feb-2012
Pivot	1 day	3 day
R1	123-197	123-196
PP	123-190	123-187
S1	123-182	123-178

Download as Excel Spreadsheet

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

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