ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 26-Jan-2012

Day Change Summary
	Previous	Current
	25-Jan-2012	26-Jan-2012	Change	Change %	Previous Week
Open	123-035	123-205	0-170	0.4%	123-185
High	123-255	123-300	0-045	0.1%	123-215
Low	123-020	123-200	0-180	0.5%	123-032
Close	123-195	123-270	0-075	0.2%	123-040
Range	0-235	0-100	-0-135	-57.4%	0-183
ATR	0-096	0-097	0-001	0.7%	0-000
Volume	836,636	608,973	-227,663	-27.2%	1,676,699

Daily Pivots for day following 26-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-237	124-193	124-005
R3	124-137	124-093	123-298
R2	124-037	124-037	123-288
R1	123-313	123-313	123-279	124-015
PP	123-257	123-257	123-257	123-268
S1	123-213	123-213	123-261	123-235
S2	123-157	123-157	123-252
S3	123-057	123-113	123-242
S4	122-277	123-013	123-215

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	123-300	122-315	0-305	0.8%	0-110	0.3%	90%	True	False	528,247
10	123-300	122-315	0-305	0.8%	0-097	0.2%	90%	True	False	472,699
20	123-300	122-202	1-098	1.1%	0-092	0.2%	93%	True	False	394,218
40	123-300	122-090	1-210	1.3%	0-097	0.2%	94%	True	False	408,549
60	123-300	121-290	2-010	1.6%	0-086	0.2%	95%	True	False	285,212

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	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-085
2.618	124-242
1.618	124-142
1.000	124-080
0.618	124-042
HIGH	123-300
0.618	123-262
0.500	123-250
0.382	123-238
LOW	123-200
0.618	123-138
1.000	123-100
1.618	123-038
2.618	122-258
4.250	122-095

Fisher Pivots for day following 26-Jan-2012
Pivot	1 day	3 day
R1	123-263	123-231
PP	123-257	123-192
S1	123-250	123-152

Download as Excel Spreadsheet

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

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