ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 07-Feb-2012

Day Change Summary
	Previous	Current
	06-Feb-2012	07-Feb-2012	Change	Change %	Previous Week
Open	123-255	123-267	0-012	0.0%	123-282
High	123-290	123-272	-0-018	0.0%	124-037
Low	123-237	123-172	-0-065	-0.2%	123-222
Close	123-275	123-197	-0-078	-0.2%	123-227
Range	0-053	0-100	0-047	88.7%	0-135
ATR	0-086	0-088	0-001	1.4%	0-000
Volume	308,621	453,885	145,264	47.1%	2,271,438

Daily Pivots for day following 07-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-194	124-135	123-252
R3	124-094	124-035	123-224
R2	123-314	123-314	123-215
R1	123-255	123-255	123-206	123-234
PP	123-214	123-214	123-214	123-203
S1	123-155	123-155	123-188	123-134
S2	123-114	123-114	123-179
S3	123-014	123-055	123-170
S4	122-234	122-275	123-142

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-034	124-265	123-301
R3	124-219	124-130	123-264
R2	124-084	124-084	123-252
R1	123-315	123-315	123-239	123-292
PP	123-269	123-269	123-269	123-257
S1	123-180	123-180	123-215	123-157
S2	123-134	123-134	123-202
S3	122-319	123-045	123-190
S4	122-184	122-230	123-153

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-037	123-172	0-185	0.5%	0-076	0.2%	14%	False	True	427,538
10	124-037	123-020	1-017	0.9%	0-091	0.2%	53%	False	False	492,229
20	124-037	122-315	1-042	0.9%	0-084	0.2%	56%	False	False	448,057
40	124-037	122-167	1-190	1.3%	0-087	0.2%	69%	False	False	374,415
60	124-037	122-090	1-267	1.5%	0-088	0.2%	73%	False	False	342,782
80	124-037	121-030	3-007	2.4%	0-074	0.2%	83%	False	False	257,487

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-057
2.618	124-214
1.618	124-114
1.000	124-052
0.618	124-014
HIGH	123-272
0.618	123-234
0.500	123-222
0.382	123-210
LOW	123-172
0.618	123-110
1.000	123-072
1.618	123-010
2.618	122-230
4.250	122-067

Fisher Pivots for day following 07-Feb-2012
Pivot	1 day	3 day
R1	123-222	123-264
PP	123-214	123-242
S1	123-205	123-220

Download as Excel Spreadsheet

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

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