ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 17-Jan-2012

Day Change Summary
	Previous	Current
	13-Jan-2012	17-Jan-2012	Change	Change %	Previous Week
Open	123-110	123-185	0-075	0.2%	123-065
High	123-215	123-215	0-000	0.0%	123-215
Low	123-100	123-137	0-037	0.1%	123-042
Close	123-192	123-200	0-008	0.0%	123-192
Range	0-115	0-078	-0-037	-32.2%	0-173
ATR	0-090	0-089	-0-001	-1.0%	0-000
Volume	446,150	375,977	-70,173	-15.7%	1,855,581

Daily Pivots for day following 17-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-098	124-067	123-243
R3	124-020	123-309	123-221
R2	123-262	123-262	123-214
R1	123-231	123-231	123-207	123-246
PP	123-184	123-184	123-184	123-192
S1	123-153	123-153	123-193	123-168
S2	123-106	123-106	123-186
S3	123-028	123-075	123-179
S4	122-270	122-317	123-157

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-029	124-283	123-287
R3	124-176	124-110	123-240
R2	124-003	124-003	123-224
R1	123-257	123-257	123-208	123-290
PP	123-150	123-150	123-150	123-166
S1	123-084	123-084	123-176	123-117
S2	122-297	122-297	123-160
S3	122-124	122-231	123-144
S4	121-271	122-058	123-097

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-215	123-042	0-173	0.4%	0-075	0.2%	91%	True	False	393,656
10	123-215	122-262	0-273	0.7%	0-079	0.2%	95%	True	False	380,137
20	123-215	122-167	1-048	0.9%	0-089	0.2%	96%	True	False	313,303
40	123-215	122-090	1-125	1.1%	0-095	0.2%	97%	True	False	338,911
60	123-215	121-030	2-185	2.1%	0-078	0.2%	98%	True	False	226,769

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	0-024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-226
2.618	124-099
1.618	124-021
1.000	123-293
0.618	123-263
HIGH	123-215
0.618	123-185
0.500	123-176
0.382	123-167
LOW	123-137
0.618	123-089
1.000	123-059
1.618	123-011
2.618	122-253
4.250	122-126

Fisher Pivots for day following 17-Jan-2012
Pivot	1 day	3 day
R1	123-192	123-186
PP	123-184	123-172
S1	123-176	123-158

Download as Excel Spreadsheet

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

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