ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 27-Jan-2012

Day Change Summary
	Previous	Current
	26-Jan-2012	27-Jan-2012	Change	Change %	Previous Week
Open	123-205	123-262	0-057	0.1%	123-050
High	123-300	123-305	0-005	0.0%	123-305
Low	123-200	123-242	0-042	0.1%	122-315
Close	123-270	123-285	0-015	0.0%	123-285
Range	0-100	0-063	-0-037	-37.0%	0-310
ATR	0-097	0-094	-0-002	-2.5%	0-000
Volume	608,973	442,745	-166,228	-27.3%	2,658,203

Daily Pivots for day following 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-146	124-119	124-000
R3	124-083	124-056	123-302
R2	124-020	124-020	123-297
R1	123-313	123-313	123-291	124-006
PP	123-277	123-277	123-277	123-284
S1	123-250	123-250	123-279	123-264
S2	123-214	123-214	123-273
S3	123-151	123-187	123-268
S4	123-088	123-124	123-250

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-165	126-055	124-136
R3	125-175	125-065	124-050
R2	124-185	124-185	124-022
R1	124-075	124-075	123-313	124-130
PP	123-195	123-195	123-195	123-222
S1	123-085	123-085	123-257	123-140
S2	122-205	122-205	123-228
S3	121-215	122-095	123-200
S4	120-225	121-105	123-114

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-305	122-315	0-310	0.8%	0-106	0.3%	94%	True	False	531,640
10	123-305	122-315	0-310	0.8%	0-098	0.2%	94%	True	False	478,105
20	123-305	122-262	1-043	0.9%	0-090	0.2%	94%	True	False	406,904
40	123-305	122-090	1-215	1.3%	0-096	0.2%	96%	True	False	394,765
60	123-305	122-090	1-215	1.3%	0-086	0.2%	96%	True	False	292,571

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 3 trading days

Fibonacci Retracements and Extensions
4.250	124-253
2.618	124-150
1.618	124-087
1.000	124-048
0.618	124-024
HIGH	123-305
0.618	123-281
0.500	123-274
0.382	123-266
LOW	123-242
0.618	123-203
1.000	123-179
1.618	123-140
2.618	123-077
4.250	122-294

Fisher Pivots for day following 27-Jan-2012
Pivot	1 day	3 day
R1	123-281	123-244
PP	123-277	123-203
S1	123-274	123-162

Download as Excel Spreadsheet

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

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