ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 17-Feb-2012

Day Change Summary
	Previous	Current
	16-Feb-2012	17-Feb-2012	Change	Change %	Previous Week
Open	123-207	123-097	-0-110	-0.3%	123-165
High	123-230	123-112	-0-118	-0.3%	123-230
Low	123-067	123-030	-0-037	-0.1%	123-030
Close	123-090	123-095	0-005	0.0%	123-095
Range	0-163	0-082	-0-081	-49.7%	0-200
ATR	0-089	0-088	0-000	-0.5%	0-000
Volume	620,447	471,543	-148,904	-24.0%	2,312,995

Daily Pivots for day following 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-005	123-292	123-140
R3	123-243	123-210	123-118
R2	123-161	123-161	123-110
R1	123-128	123-128	123-103	123-104
PP	123-079	123-079	123-079	123-067
S1	123-046	123-046	123-087	123-022
S2	122-317	122-317	123-080
S3	122-235	122-284	123-072
S4	122-153	122-202	123-050

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-078	124-287	123-205
R3	124-198	124-087	123-150
R2	123-318	123-318	123-132
R1	123-207	123-207	123-113	123-162
PP	123-118	123-118	123-118	123-096
S1	123-007	123-007	123-077	122-282
S2	122-238	122-238	123-058
S3	122-038	122-127	123-040
S4	121-158	121-247	122-305

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-230	123-030	0-200	0.5%	0-090	0.2%	33%	False	True	462,599
10	123-290	123-030	0-260	0.7%	0-084	0.2%	25%	False	True	438,179
20	124-037	122-315	1-042	0.9%	0-087	0.2%	28%	False	False	465,572
40	124-037	122-167	1-190	1.3%	0-087	0.2%	49%	False	False	397,218
60	124-037	122-090	1-267	1.5%	0-092	0.2%	55%	False	False	402,463
80	124-037	121-030	3-007	2.5%	0-083	0.2%	73%	False	False	302,724

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	0-019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-140
2.618	124-007
1.618	123-245
1.000	123-194
0.618	123-163
HIGH	123-112
0.618	123-081
0.500	123-071
0.382	123-061
LOW	123-030
0.618	122-299
1.000	122-268
1.618	122-217
2.618	122-135
4.250	122-002

Fisher Pivots for day following 17-Feb-2012
Pivot	1 day	3 day
R1	123-087	123-130
PP	123-079	123-118
S1	123-071	123-107

Download as Excel Spreadsheet

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

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