ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 27-Dec-2011

Day Change Summary
	Previous	Current
	23-Dec-2011	27-Dec-2011	Change	Change %	Previous Week
Open	122-297	122-190	-0-107	-0.3%	123-112
High	122-310	122-235	-0-075	-0.2%	123-127
Low	122-167	122-167	0-000	0.0%	122-167
Close	122-182	122-210	0-028	0.1%	122-182
Range	0-143	0-068	-0-075	-52.4%	0-280
ATR	0-097	0-095	-0-002	-2.1%	0-000
Volume	203,987	99,788	-104,199	-51.1%	1,453,425

Daily Pivots for day following 27-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-088	123-057	122-247
R3	123-020	122-309	122-229
R2	122-272	122-272	122-222
R1	122-241	122-241	122-216	122-256
PP	122-204	122-204	122-204	122-212
S1	122-173	122-173	122-204	122-188
S2	122-136	122-136	122-198
S3	122-068	122-105	122-191
S4	122-000	122-037	122-173

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-145	124-284	123-016
R3	124-185	124-004	122-259
R2	123-225	123-225	122-233
R1	123-044	123-044	122-208	122-314
PP	122-265	122-265	122-265	122-241
S1	122-084	122-084	122-156	122-034
S2	121-305	121-305	122-131
S3	121-025	121-124	122-105
S4	120-065	120-164	122-028

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-105	122-167	0-258	0.7%	0-099	0.3%	17%	False	True	256,888
10	123-127	122-167	0-280	0.7%	0-087	0.2%	15%	False	True	301,856
20	123-127	122-090	1-037	0.9%	0-103	0.3%	34%	False	False	422,881
40	123-127	121-290	1-157	1.2%	0-083	0.2%	50%	False	False	230,708

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	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-204
2.618	123-093
1.618	123-025
1.000	122-303
0.618	122-277
HIGH	122-235
0.618	122-209
0.500	122-201
0.382	122-193
LOW	122-167
0.618	122-125
1.000	122-099
1.618	122-057
2.618	121-309
4.250	121-198

Fisher Pivots for day following 27-Dec-2011
Pivot	1 day	3 day
R1	122-207	122-256
PP	122-204	122-241
S1	122-201	122-225

Download as Excel Spreadsheet

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

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