ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 12-Jan-2012

Day Change Summary
	Previous	Current
	11-Jan-2012	12-Jan-2012	Change	Change %	Previous Week
Open	123-077	123-125	0-048	0.1%	123-047
High	123-147	123-150	0-003	0.0%	123-085
Low	123-077	123-100	0-023	0.1%	122-262
Close	123-135	123-112	-0-023	-0.1%	123-067
Range	0-070	0-050	-0-020	-28.6%	0-143
ATR	0-091	0-088	-0-003	-3.2%	0-000
Volume	424,017	388,691	-35,326	-8.3%	1,569,821

Daily Pivots for day following 12-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	123-271	123-241	123-140
R3	123-221	123-191	123-126
R2	123-171	123-171	123-121
R1	123-141	123-141	123-117	123-131
PP	123-121	123-121	123-121	123-116
S1	123-091	123-091	123-107	123-081
S2	123-071	123-071	123-103
S3	123-021	123-041	123-098
S4	122-291	122-311	123-084

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-140	124-087	123-146
R3	123-317	123-264	123-106
R2	123-174	123-174	123-093
R1	123-121	123-121	123-080	123-148
PP	123-031	123-031	123-031	123-045
S1	122-298	122-298	123-054	123-004
S2	122-208	122-208	123-041
S3	122-065	122-155	123-028
S4	121-242	122-012	122-308

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-150	122-262	0-208	0.5%	0-081	0.2%	82%	True	False	365,623
10	123-150	122-262	0-208	0.5%	0-081	0.2%	82%	True	False	335,704
20	123-150	122-167	0-303	0.8%	0-085	0.2%	87%	True	False	309,629
40	123-150	122-090	1-060	1.0%	0-092	0.2%	90%	True	False	318,559
60	123-150	121-030	2-120	1.9%	0-074	0.2%	95%	True	False	213,067

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-025
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	124-042
2.618	123-281
1.618	123-231
1.000	123-200
0.618	123-181
HIGH	123-150
0.618	123-131
0.500	123-125
0.382	123-119
LOW	123-100
0.618	123-069
1.000	123-050
1.618	123-019
2.618	122-289
4.250	122-208

Fisher Pivots for day following 12-Jan-2012
Pivot	1 day	3 day
R1	123-125	123-107
PP	123-121	123-101
S1	123-116	123-096

Download as Excel Spreadsheet

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

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