ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 14-Feb-2012

Day Change Summary
	Previous	Current
	13-Feb-2012	14-Feb-2012	Change	Change %	Previous Week
Open	123-165	123-147	-0-018	0.0%	123-255
High	123-200	123-182	-0-018	0.0%	123-290
Low	123-135	123-130	-0-005	0.0%	123-100
Close	123-142	123-177	0-035	0.1%	123-200
Range	0-065	0-052	-0-013	-20.0%	0-190
ATR	0-085	0-082	-0-002	-2.8%	0-000
Volume	324,714	410,577	85,863	26.4%	2,068,804

Daily Pivots for day following 14-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	123-319	123-300	123-206
R3	123-267	123-248	123-191
R2	123-215	123-215	123-187
R1	123-196	123-196	123-182	123-206
PP	123-163	123-163	123-163	123-168
S1	123-144	123-144	123-172	123-154
S2	123-111	123-111	123-167
S3	123-059	123-092	123-163
S4	123-007	123-040	123-148

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	123-215	123-100	0-115	0.3%	0-070	0.2%	67%	False	False	408,317
10	124-037	123-100	0-257	0.7%	0-073	0.2%	30%	False	False	417,928
20	124-037	122-315	1-042	0.9%	0-083	0.2%	50%	False	False	451,722
40	124-037	122-167	1-190	1.3%	0-086	0.2%	65%	False	False	382,513
60	124-037	122-090	1-267	1.5%	0-091	0.2%	69%	False	False	376,515
80	124-037	121-030	3-007	2.4%	0-079	0.2%	81%	False	False	283,007

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	0-017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-083
2.618	123-318
1.618	123-266
1.000	123-234
0.618	123-214
HIGH	123-182
0.618	123-162
0.500	123-156
0.382	123-150
LOW	123-130
0.618	123-098
1.000	123-078
1.618	123-046
2.618	122-314
4.250	122-229

Fisher Pivots for day following 14-Feb-2012
Pivot	1 day	3 day
R1	123-170	123-176
PP	123-163	123-174
S1	123-156	123-172

Download as Excel Spreadsheet

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

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