ECBOT 5 Year T-Note Future June 2012

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

Day Change Summary
	Previous	Current
	14-Mar-2012	15-Mar-2012	Change	Change %	Previous Week
Open	122-197	121-312	-0-205	-0.5%	123-125
High	122-207	122-047	-0-160	-0.4%	123-157
Low	121-272	121-202	-0-070	-0.2%	122-250
Close	121-295	122-022	0-047	0.1%	123-007
Range	0-255	0-165	-0-090	-35.3%	0-227
ATR	0-100	0-105	0-005	4.6%	0-000
Volume	838,262	830,052	-8,210	-1.0%	2,117,654

Daily Pivots for day following 15-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	123-159	123-095	122-113
R3	122-314	122-250	122-067
R2	122-149	122-149	122-052
R1	122-085	122-085	122-037	122-117
PP	121-304	121-304	121-304	122-000
S1	121-240	121-240	122-007	121-272
S2	121-139	121-139	121-312
S3	120-294	121-075	121-297
S4	120-129	120-230	121-251

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-072	124-267	123-132
R3	124-165	124-040	123-069
R2	123-258	123-258	123-049
R1	123-133	123-133	123-028	123-082
PP	123-031	123-031	123-031	123-006
S1	122-226	122-226	122-306	122-175
S2	122-124	122-124	122-285
S3	121-217	121-319	122-265
S4	120-310	121-092	122-202

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-060	121-202	1-178	1.3%	0-151	0.4%	28%	False	True	595,463
10	123-157	121-202	1-275	1.5%	0-119	0.3%	24%	False	True	505,476
20	123-190	121-202	1-308	1.6%	0-106	0.3%	22%	False	True	419,776
40	124-000	121-202	2-118	1.9%	0-079	0.2%	18%	False	True	210,376

Crabel Price Patterns
NR	True
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	0-016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-108
2.618	123-159
1.618	122-314
1.000	122-212
0.618	122-149
HIGH	122-047
0.618	121-304
0.500	121-284
0.382	121-265
LOW	121-202
0.618	121-100
1.000	121-037
1.618	120-255
2.618	120-090
4.250	119-141

Fisher Pivots for day following 15-Mar-2012
Pivot	1 day	3 day
R1	122-003	122-102
PP	121-304	122-075
S1	121-284	122-049

Download as Excel Spreadsheet

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

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