ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 02-Mar-2012

Day Change Summary
	Previous	Current
	01-Mar-2012	02-Mar-2012	Change	Change %	Previous Week
Open	123-110	123-085	-0-025	-0.1%	123-080
High	123-110	123-177	0-067	0.2%	123-190
Low	123-027	123-075	0-048	0.1%	123-027
Close	123-070	123-157	0-087	0.2%	123-157
Range	0-083	0-102	0-019	22.9%	0-163
ATR	0-086	0-087	0-002	1.8%	0-000
Volume	158,616	63,155	-95,461	-60.2%	2,550,971

Daily Pivots for day following 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-122	124-082	123-213
R3	124-020	123-300	123-185
R2	123-238	123-238	123-176
R1	123-198	123-198	123-166	123-218
PP	123-136	123-136	123-136	123-146
S1	123-096	123-096	123-148	123-116
S2	123-034	123-034	123-138
S3	122-252	122-314	123-129
S4	122-150	122-212	123-101

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-294	124-228	123-247
R3	124-131	124-065	123-202
R2	123-288	123-288	123-187
R1	123-222	123-222	123-172	123-255
PP	123-125	123-125	123-125	123-141
S1	123-059	123-059	123-142	123-092
S2	122-282	122-282	123-127
S3	122-119	122-216	123-112
S4	121-276	122-053	123-067

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%	0-092	0.2%	80%	False	False	510,194
10	123-190	123-007	0-183	0.5%	0-083	0.2%	82%	False	False	543,389
20	124-037	123-007	1-030	0.9%	0-086	0.2%	43%	False	False	495,761
40	124-037	122-262	1-095	1.1%	0-086	0.2%	52%	False	False	467,732
60	124-037	122-167	1-190	1.3%	0-088	0.2%	61%	False	False	414,159
80	124-037	122-090	1-267	1.5%	0-086	0.2%	66%	False	False	364,468
100	124-037	120-290	3-067	2.6%	0-074	0.2%	81%	False	False	291,807

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	0-014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-290
2.618	124-124
1.618	124-022
1.000	123-279
0.618	123-240
HIGH	123-177
0.618	123-138
0.500	123-126
0.382	123-114
LOW	123-075
0.618	123-012
1.000	122-293
1.618	122-230
2.618	122-128
4.250	121-282

Fisher Pivots for day following 02-Mar-2012
Pivot	1 day	3 day
R1	123-147	123-139
PP	123-136	123-120
S1	123-126	123-102

Download as Excel Spreadsheet

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

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