ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 19-Mar-2012

Day Change Summary
	Previous	Current
	16-Mar-2012	19-Mar-2012	Change	Change %	Previous Week
Open	122-020	121-310	-0-030	-0.1%	123-002
High	122-037	122-050	0-013	0.0%	123-060
Low	121-227	121-177	-0-050	-0.1%	121-202
Close	121-310	121-200	-0-110	-0.3%	121-310
Range	0-130	0-193	0-063	48.5%	1-178
ATR	0-106	0-113	0-006	5.8%	0-000
Volume	556,222	614,701	58,479	10.5%	3,044,473

Daily Pivots for day following 19-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	123-188	123-067	121-306
R3	122-315	122-194	121-253
R2	122-122	122-122	121-235
R1	122-001	122-001	121-218	121-285
PP	121-249	121-249	121-249	121-231
S1	121-128	121-128	121-182	121-092
S2	121-056	121-056	121-165
S3	120-183	120-255	121-147
S4	119-310	120-062	121-094

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-298	126-002	122-264
R3	125-120	124-144	122-127
R2	123-262	123-262	122-081
R1	122-286	122-286	122-036	122-185
PP	122-084	122-084	122-084	122-034
S1	121-108	121-108	121-264	121-007
S2	120-226	120-226	121-219
S3	119-048	119-250	121-173
S4	117-190	118-072	121-036

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-002	121-177	1-145	1.2%	0-176	0.5%	5%	False	True	673,768
10	123-157	121-177	1-300	1.6%	0-131	0.3%	4%	False	True	537,577
20	123-157	121-177	1-300	1.6%	0-110	0.3%	4%	False	True	478,103
40	124-000	121-177	2-143	2.0%	0-087	0.2%	3%	False	True	239,632

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-230
2.618	123-235
1.618	123-042
1.000	122-243
0.618	122-169
HIGH	122-050
0.618	121-296
0.500	121-274
0.382	121-251
LOW	121-177
0.618	121-058
1.000	120-304
1.618	120-185
2.618	119-312
4.250	118-317

Fisher Pivots for day following 19-Mar-2012
Pivot	1 day	3 day
R1	121-274	121-274
PP	121-249	121-249
S1	121-224	121-224

Download as Excel Spreadsheet

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

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