ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 27-Feb-2012

Day Change Summary
	Previous	Current
	24-Feb-2012	27-Feb-2012	Change	Change %	Previous Week
Open	123-085	123-080	-0-005	0.0%	123-082
High	123-112	123-170	0-058	0.1%	123-120
Low	123-065	123-067	0-002	0.0%	123-007
Close	123-075	123-157	0-082	0.2%	123-075
Range	0-047	0-103	0-056	119.1%	0-113
ATR	0-085	0-086	0-001	1.5%	0-000
Volume	571,100	1,094,979	523,879	91.7%	2,411,383

Daily Pivots for day following 27-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-120	124-082	123-214
R3	124-017	123-299	123-185
R2	123-234	123-234	123-176
R1	123-196	123-196	123-166	123-215
PP	123-131	123-131	123-131	123-141
S1	123-093	123-093	123-148	123-112
S2	123-028	123-028	123-138
S3	122-245	122-310	123-129
S4	122-142	122-207	123-100

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-086	124-034	123-137
R3	123-293	123-241	123-106
R2	123-180	123-180	123-096
R1	123-128	123-128	123-085	123-098
PP	123-067	123-067	123-067	123-052
S1	123-015	123-015	123-065	122-304
S2	122-274	122-274	123-054
S3	122-161	122-222	123-044
S4	122-048	122-109	123-013

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-170	123-007	0-163	0.4%	0-079	0.2%	92%	True	False	701,272
10	123-230	123-007	0-223	0.6%	0-085	0.2%	67%	False	False	581,935
20	124-037	123-007	1-030	0.9%	0-080	0.2%	43%	False	False	507,979
40	124-037	122-262	1-095	1.1%	0-085	0.2%	52%	False	False	457,442
60	124-037	122-090	1-267	1.5%	0-091	0.2%	66%	False	False	432,503
80	124-037	122-090	1-267	1.5%	0-085	0.2%	66%	False	False	346,423

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	0-019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-288
2.618	124-120
1.618	124-017
1.000	123-273
0.618	123-234
HIGH	123-170
0.618	123-131
0.500	123-118
0.382	123-106
LOW	123-067
0.618	123-003
1.000	122-284
1.618	122-220
2.618	122-117
4.250	121-269

Fisher Pivots for day following 27-Feb-2012
Pivot	1 day	3 day
R1	123-144	123-142
PP	123-131	123-127
S1	123-118	123-112

Download as Excel Spreadsheet

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

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