ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 18-Jan-2012

Day Change Summary
	Previous	Current
	17-Jan-2012	18-Jan-2012	Change	Change %	Previous Week
Open	123-185	123-192	0-007	0.0%	123-065
High	123-215	123-210	-0-005	0.0%	123-215
Low	123-137	123-147	0-010	0.0%	123-042
Close	123-200	123-162	-0-038	-0.1%	123-192
Range	0-078	0-063	-0-015	-19.2%	0-173
ATR	0-089	0-087	-0-002	-2.1%	0-000
Volume	375,977	394,159	18,182	4.8%	1,855,581

Daily Pivots for day following 18-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-042	124-005	123-197
R3	123-299	123-262	123-179
R2	123-236	123-236	123-174
R1	123-199	123-199	123-168	123-186
PP	123-173	123-173	123-173	123-166
S1	123-136	123-136	123-156	123-123
S2	123-110	123-110	123-150
S3	123-047	123-073	123-145
S4	122-304	123-010	123-127

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	123-077	0-138	0.3%	0-075	0.2%	62%	False	False	405,798
10	123-215	122-262	0-273	0.7%	0-080	0.2%	81%	False	False	388,630
20	123-215	122-167	1-048	0.9%	0-086	0.2%	86%	False	False	315,778
40	123-215	122-090	1-125	1.1%	0-094	0.2%	88%	False	False	348,569
60	123-215	121-030	2-185	2.1%	0-079	0.2%	94%	False	False	233,337

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-158
2.618	124-055
1.618	123-312
1.000	123-273
0.618	123-249
HIGH	123-210
0.618	123-186
0.500	123-178
0.382	123-171
LOW	123-147
0.618	123-108
1.000	123-084
1.618	123-045
2.618	122-302
4.250	122-199

Fisher Pivots for day following 18-Jan-2012
Pivot	1 day	3 day
R1	123-178	123-160
PP	123-173	123-159
S1	123-168	123-158

Download as Excel Spreadsheet

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

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