ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 20-Jan-2012

Day Change Summary
	Previous	Current
	19-Jan-2012	20-Jan-2012	Change	Change %	Previous Week
Open	123-160	123-085	-0-075	-0.2%	123-185
High	123-177	123-117	-0-060	-0.2%	123-215
Low	123-062	123-032	-0-030	-0.1%	123-032
Close	123-095	123-040	-0-055	-0.1%	123-040
Range	0-115	0-085	-0-030	-26.1%	0-183
ATR	0-089	0-089	0-000	-0.3%	0-000
Volume	480,782	425,781	-55,001	-11.4%	1,676,699

Daily Pivots for day following 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	123-318	123-264	123-087
R3	123-233	123-179	123-063
R2	123-148	123-148	123-056
R1	123-094	123-094	123-048	123-078
PP	123-063	123-063	123-063	123-055
S1	123-009	123-009	123-032	122-314
S2	122-298	122-298	123-024
S3	122-213	122-244	123-017
S4	122-128	122-159	122-313

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-005	124-205	123-141
R3	124-142	124-022	123-090
R2	123-279	123-279	123-074
R1	123-159	123-159	123-057	123-128
PP	123-096	123-096	123-096	123-080
S1	122-296	122-296	123-023	122-264
S2	122-233	122-233	123-006
S3	122-050	122-113	122-310
S4	121-187	121-250	122-259

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-215	123-032	0-183	0.5%	0-091	0.2%	4%	False	True	424,569
10	123-215	122-262	0-273	0.7%	0-086	0.2%	36%	False	False	395,096
20	123-215	122-167	1-048	0.9%	0-088	0.2%	52%	False	False	328,864
40	123-215	122-090	1-125	1.1%	0-095	0.2%	61%	False	False	370,909
60	123-215	121-030	2-185	2.1%	0-082	0.2%	79%	False	False	248,442

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	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-158
2.618	124-020
1.618	123-255
1.000	123-202
0.618	123-170
HIGH	123-117
0.618	123-085
0.500	123-074
0.382	123-064
LOW	123-032
0.618	122-299
1.000	122-267
1.618	122-214
2.618	122-129
4.250	121-311

Fisher Pivots for day following 20-Jan-2012
Pivot	1 day	3 day
R1	123-074	123-121
PP	123-063	123-094
S1	123-052	123-067

Download as Excel Spreadsheet

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

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