ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 08-Feb-2012

Day Change Summary
	Previous	Current
	07-Feb-2012	08-Feb-2012	Change	Change %	Previous Week
Open	123-267	123-187	-0-080	-0.2%	123-282
High	123-272	123-210	-0-062	-0.2%	124-037
Low	123-172	123-162	-0-010	0.0%	123-222
Close	123-197	123-185	-0-012	0.0%	123-227
Range	0-100	0-048	-0-052	-52.0%	0-135
ATR	0-088	0-085	-0-003	-3.2%	0-000
Volume	453,885	379,051	-74,834	-16.5%	2,271,438

Daily Pivots for day following 08-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-010	123-305	123-211
R3	123-282	123-257	123-198
R2	123-234	123-234	123-194
R1	123-209	123-209	123-189	123-198
PP	123-186	123-186	123-186	123-180
S1	123-161	123-161	123-181	123-150
S2	123-138	123-138	123-176
S3	123-090	123-113	123-172
S4	123-042	123-065	123-159

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	123-162	0-195	0.5%	0-076	0.2%	12%	False	True	416,354
10	124-037	123-162	0-195	0.5%	0-073	0.2%	12%	False	True	446,471
20	124-037	122-315	1-042	0.9%	0-083	0.2%	52%	False	False	450,337
40	124-037	122-167	1-190	1.3%	0-086	0.2%	66%	False	False	375,302
60	124-037	122-090	1-267	1.5%	0-088	0.2%	71%	False	False	349,050
80	124-037	121-030	3-007	2.4%	0-075	0.2%	82%	False	False	262,225

Crabel Price Patterns
NR	True
NR4	True
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	0-015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-094
2.618	124-016
1.618	123-288
1.000	123-258
0.618	123-240
HIGH	123-210
0.618	123-192
0.500	123-186
0.382	123-180
LOW	123-162
0.618	123-132
1.000	123-114
1.618	123-084
2.618	123-036
4.250	122-278

Fisher Pivots for day following 08-Feb-2012
Pivot	1 day	3 day
R1	123-186	123-226
PP	123-186	123-212
S1	123-185	123-199

Download as Excel Spreadsheet

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

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