ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 04-Jan-2012

Day Change Summary
	Previous	Current
	03-Jan-2012	04-Jan-2012	Change	Change %	Previous Week
Open	123-047	123-027	-0-020	-0.1%	122-190
High	123-057	123-050	-0-007	0.0%	123-100
Low	123-010	123-000	-0-010	0.0%	122-167
Close	123-017	123-020	0-003	0.0%	123-082
Range	0-047	0-050	0-003	6.4%	0-253
ATR	0-096	0-092	-0-003	-3.4%	0-000
Volume	309,233	357,353	48,120	15.6%	666,597

Daily Pivots for day following 04-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	123-173	123-147	123-048
R3	123-123	123-097	123-034
R2	123-073	123-073	123-029
R1	123-047	123-047	123-025	123-035
PP	123-023	123-023	123-023	123-018
S1	122-317	122-317	123-015	122-305
S2	122-293	122-293	123-011
S3	122-243	122-267	123-006
S4	122-193	122-217	122-312

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-129	125-038	123-221
R3	124-196	124-105	123-152
R2	123-263	123-263	123-128
R1	123-172	123-172	123-105	123-218
PP	123-010	123-010	123-010	123-032
S1	122-239	122-239	123-059	122-284
S2	122-077	122-077	123-036
S3	121-144	121-306	123-012
S4	120-211	121-053	122-263

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-100	122-202	0-218	0.6%	0-083	0.2%	63%	False	False	246,679
10	123-105	122-167	0-258	0.7%	0-091	0.2%	67%	False	False	251,783
20	123-127	122-167	0-280	0.7%	0-092	0.2%	62%	False	False	307,013
40	123-127	122-090	1-037	0.9%	0-086	0.2%	70%	False	False	261,204
60	123-127	120-290	2-157	2.0%	0-066	0.2%	87%	False	False	174,523

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-262
2.618	123-181
1.618	123-131
1.000	123-100
0.618	123-081
HIGH	123-050
0.618	123-031
0.500	123-025
0.382	123-019
LOW	123-000
0.618	122-289
1.000	122-270
1.618	122-239
2.618	122-189
4.250	122-108

Fisher Pivots for day following 04-Jan-2012
Pivot	1 day	3 day
R1	123-025	123-038
PP	123-023	123-032
S1	123-022	123-026

Download as Excel Spreadsheet

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

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