ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 02-Feb-2012

Day Change Summary
	Previous	Current
	01-Feb-2012	02-Feb-2012	Change	Change %	Previous Week
Open	124-020	124-000	-0-020	-0.1%	123-050
High	124-020	124-025	0-005	0.0%	123-305
Low	123-295	123-300	0-005	0.0%	122-315
Close	124-000	124-015	0-015	0.0%	123-285
Range	0-045	0-045	0-000	0.0%	0-310
ATR	0-088	0-085	-0-003	-3.5%	0-000
Volume	434,971	369,130	-65,841	-15.1%	2,658,203

Daily Pivots for day following 02-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-142	124-123	124-040
R3	124-097	124-078	124-027
R2	124-052	124-052	124-023
R1	124-033	124-033	124-019	124-042
PP	124-007	124-007	124-007	124-011
S1	123-308	123-308	124-011	123-318
S2	123-282	123-282	124-007
S3	123-237	123-263	124-003
S4	123-192	123-218	123-310

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	124-030	123-242	0-108	0.3%	0-058	0.1%	86%	False	False	428,619
10	124-030	122-315	1-035	0.9%	0-084	0.2%	96%	False	False	478,433
20	124-030	122-262	1-088	1.0%	0-086	0.2%	96%	False	False	439,703
40	124-030	122-167	1-183	1.3%	0-089	0.2%	97%	False	False	373,358
60	124-030	122-090	1-260	1.5%	0-086	0.2%	97%	False	False	320,704
80	124-030	120-290	3-060	2.6%	0-071	0.2%	99%	False	False	240,818

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018

Fibonacci Retracements and Extensions
4.250	124-216
2.618	124-143
1.618	124-098
1.000	124-070
0.618	124-053
HIGH	124-025
0.618	124-008
0.500	124-002
0.382	123-317
LOW	123-300
0.618	123-272
1.000	123-255
1.618	123-227
2.618	123-182
4.250	123-109

Fisher Pivots for day following 02-Feb-2012
Pivot	1 day	3 day
R1	124-011	124-006
PP	124-007	123-317
S1	124-002	123-308

Download as Excel Spreadsheet

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

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