ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 10-Feb-2012

Day Change Summary
	Previous	Current
	09-Feb-2012	10-Feb-2012	Change	Change %	Previous Week
Open	123-172	123-132	-0-040	-0.1%	123-255
High	123-202	123-215	0-013	0.0%	123-290
Low	123-100	123-130	0-030	0.1%	123-100
Close	123-125	123-200	0-075	0.2%	123-200
Range	0-102	0-085	-0-017	-16.7%	0-190
ATR	0-086	0-086	0-000	0.3%	0-000
Volume	504,701	422,546	-82,155	-16.3%	2,068,804

Daily Pivots for day following 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-117	124-083	123-247
R3	124-032	123-318	123-223
R2	123-267	123-267	123-216
R1	123-233	123-233	123-208	123-250
PP	123-182	123-182	123-182	123-190
S1	123-148	123-148	123-192	123-165
S2	123-097	123-097	123-184
S3	123-012	123-063	123-177
S4	122-247	122-298	123-153

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-127	125-033	123-304
R3	124-257	124-163	123-252
R2	124-067	124-067	123-235
R1	123-293	123-293	123-217	123-245
PP	123-197	123-197	123-197	123-172
S1	123-103	123-103	123-183	123-055
S2	123-007	123-007	123-165
S3	122-137	122-233	123-148
S4	121-267	122-043	123-096

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-290	123-100	0-190	0.5%	0-078	0.2%	53%	False	False	413,760
10	124-037	123-100	0-257	0.6%	0-075	0.2%	39%	False	False	434,024
20	124-037	122-315	1-042	0.9%	0-087	0.2%	57%	False	False	456,064
40	124-037	122-167	1-190	1.3%	0-086	0.2%	69%	False	False	382,847
60	124-037	122-090	1-267	1.5%	0-090	0.2%	73%	False	False	364,394
80	124-037	121-030	3-007	2.4%	0-077	0.2%	84%	False	False	273,816

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	0-016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-256
2.618	124-118
1.618	124-033
1.000	123-300
0.618	123-268
HIGH	123-215
0.618	123-183
0.500	123-172
0.382	123-162
LOW	123-130
0.618	123-077
1.000	123-045
1.618	122-312
2.618	122-227
4.250	122-089

Fisher Pivots for day following 10-Feb-2012
Pivot	1 day	3 day
R1	123-191	123-186
PP	123-182	123-172
S1	123-172	123-158

Download as Excel Spreadsheet

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

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