ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 01-Mar-2012

Day Change Summary
	Previous	Current
	29-Feb-2012	01-Mar-2012	Change	Change %	Previous Week
Open	123-152	123-110	-0-042	-0.1%	123-082
High	123-172	123-110	-0-062	-0.2%	123-120
Low	123-055	123-027	-0-028	-0.1%	123-007
Close	123-095	123-070	-0-025	-0.1%	123-075
Range	0-117	0-083	-0-034	-29.1%	0-113
ATR	0-086	0-086	0-000	-0.3%	0-000
Volume	264,581	158,616	-105,965	-40.1%	2,411,383

Daily Pivots for day following 01-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	123-318	123-277	123-116
R3	123-235	123-194	123-093
R2	123-152	123-152	123-085
R1	123-111	123-111	123-078	123-090
PP	123-069	123-069	123-069	123-058
S1	123-028	123-028	123-062	123-007
S2	122-306	122-306	123-055
S3	122-223	122-265	123-047
S4	122-140	122-182	123-024

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	123-190	123-027	0-163	0.4%	0-081	0.2%	26%	False	True	611,783
10	123-230	123-007	0-223	0.6%	0-089	0.2%	28%	False	False	599,118
20	124-037	123-007	1-030	0.9%	0-083	0.2%	18%	False	False	511,060
40	124-037	122-262	1-095	1.1%	0-085	0.2%	31%	False	False	475,087
60	124-037	122-162	1-195	1.3%	0-088	0.2%	44%	False	False	419,591
80	124-037	122-090	1-267	1.5%	0-085	0.2%	51%	False	False	363,696

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	0-015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-143
2.618	124-007
1.618	123-244
1.000	123-193
0.618	123-161
HIGH	123-110
0.618	123-078
0.500	123-068
0.382	123-059
LOW	123-027
0.618	122-296
1.000	122-264
1.618	122-213
2.618	122-130
4.250	121-314

Fisher Pivots for day following 01-Mar-2012
Pivot	1 day	3 day
R1	123-070	123-108
PP	123-069	123-096
S1	123-068	123-083

Download as Excel Spreadsheet

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

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