ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 24-Jan-2012

Day Change Summary
	Previous	Current
	23-Jan-2012	24-Jan-2012	Change	Change %	Previous Week
Open	123-050	123-027	-0-023	-0.1%	123-185
High	123-085	123-045	-0-040	-0.1%	123-215
Low	122-315	123-005	0-010	0.0%	123-032
Close	123-017	123-035	0-018	0.0%	123-040
Range	0-090	0-040	-0-050	-55.6%	0-183
ATR	0-089	0-086	-0-004	-3.9%	0-000
Volume	400,862	368,987	-31,875	-8.0%	1,676,699

Daily Pivots for day following 24-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	123-148	123-132	123-057
R3	123-108	123-092	123-046
R2	123-068	123-068	123-042
R1	123-052	123-052	123-039	123-060
PP	123-028	123-028	123-028	123-032
S1	123-012	123-012	123-031	123-020
S2	122-308	122-308	123-028
S3	122-268	122-292	123-024
S4	122-228	122-252	123-013

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	123-210	122-315	0-215	0.5%	0-079	0.2%	19%	False	False	414,114
10	123-215	122-315	0-220	0.6%	0-077	0.2%	18%	False	False	403,885
20	123-215	122-167	1-048	0.9%	0-086	0.2%	51%	False	False	337,126
40	123-215	122-090	1-125	1.1%	0-094	0.2%	60%	False	False	386,004
60	123-215	121-030	2-185	2.1%	0-084	0.2%	78%	False	False	261,234

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Narrowest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	123-215
2.618	123-150
1.618	123-110
1.000	123-085
0.618	123-070
HIGH	123-045
0.618	123-030
0.500	123-025
0.382	123-020
LOW	123-005
0.618	122-300
1.000	122-285
1.618	122-260
2.618	122-220
4.250	122-155

Fisher Pivots for day following 24-Jan-2012
Pivot	1 day	3 day
R1	123-032	123-056
PP	123-028	123-049
S1	123-025	123-042

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

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