ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 19-Jan-2012

Day Change Summary
	Previous	Current
	18-Jan-2012	19-Jan-2012	Change	Change %	Previous Week
Open	123-192	123-160	-0-032	-0.1%	123-065
High	123-210	123-177	-0-033	-0.1%	123-215
Low	123-147	123-062	-0-085	-0.2%	123-042
Close	123-162	123-095	-0-067	-0.2%	123-192
Range	0-063	0-115	0-052	82.5%	0-173
ATR	0-087	0-089	0-002	2.3%	0-000
Volume	394,159	480,782	86,623	22.0%	1,855,581

Daily Pivots for day following 19-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-136	124-071	123-158
R3	124-021	123-276	123-127
R2	123-226	123-226	123-116
R1	123-161	123-161	123-106	123-136
PP	123-111	123-111	123-111	123-099
S1	123-046	123-046	123-084	123-021
S2	122-316	122-316	123-074
S3	122-201	122-251	123-063
S4	122-086	122-136	123-032

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	123-062	0-153	0.4%	0-084	0.2%	22%	False	True	417,151
10	123-215	122-262	0-273	0.7%	0-087	0.2%	56%	False	False	400,973
20	123-215	122-167	1-048	0.9%	0-089	0.2%	67%	False	False	326,378
40	123-215	122-090	1-125	1.1%	0-094	0.2%	73%	False	False	360,358
60	123-215	121-030	2-185	2.1%	0-080	0.2%	85%	False	False	241,349

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	0-024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-026
2.618	124-158
1.618	124-043
1.000	123-292
0.618	123-248
HIGH	123-177
0.618	123-133
0.500	123-120
0.382	123-106
LOW	123-062
0.618	122-311
1.000	122-267
1.618	122-196
2.618	122-081
4.250	121-213

Fisher Pivots for day following 19-Jan-2012
Pivot	1 day	3 day
R1	123-120	123-138
PP	123-111	123-124
S1	123-103	123-110

Download as Excel Spreadsheet

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

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