ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 28-Dec-2011

Day Change Summary
	Previous	Current
	27-Dec-2011	28-Dec-2011	Change	Change %	Previous Week
Open	122-190	122-212	0-022	0.1%	123-112
High	122-235	122-312	0-077	0.2%	123-127
Low	122-167	122-202	0-035	0.1%	122-167
Close	122-210	122-307	0-097	0.2%	122-182
Range	0-068	0-110	0-042	61.8%	0-280
ATR	0-095	0-096	0-001	1.1%	0-000
Volume	99,788	189,021	89,233	89.4%	1,453,425

Daily Pivots for day following 28-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-284	123-245	123-048
R3	123-174	123-135	123-017
R2	123-064	123-064	123-007
R1	123-025	123-025	122-317	123-044
PP	122-274	122-274	122-274	122-283
S1	122-235	122-235	122-297	122-254
S2	122-164	122-164	122-287
S3	122-054	122-125	122-277
S4	121-264	122-015	122-246

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	123-070	122-167	0-223	0.6%	0-098	0.2%	63%	False	False	219,479
10	123-127	122-167	0-280	0.7%	0-089	0.2%	50%	False	False	283,555
20	123-127	122-090	1-037	0.9%	0-103	0.3%	61%	False	False	382,625
40	123-127	122-090	1-037	0.9%	0-085	0.2%	61%	False	False	235,405

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-140
2.618	123-280
1.618	123-170
1.000	123-102
0.618	123-060
HIGH	122-312
0.618	122-270
0.500	122-257
0.382	122-244
LOW	122-202
0.618	122-134
1.000	122-092
1.618	122-024
2.618	121-234
4.250	121-054

Fisher Pivots for day following 28-Dec-2011
Pivot	1 day	3 day
R1	122-290	122-284
PP	122-274	122-262
S1	122-257	122-240

Download as Excel Spreadsheet

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

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