ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 06-Mar-2012

Day Change Summary
	Previous	Current
	05-Mar-2012	06-Mar-2012	Change	Change %	Previous Week
Open	123-152	123-097	-0-055	-0.1%	123-080
High	123-167	123-180	0-013	0.0%	123-190
Low	123-095	123-092	-0-003	0.0%	123-027
Close	123-097	123-170	0-073	0.2%	123-157
Range	0-072	0-088	0-016	22.2%	0-163
ATR	0-086	0-086	0-000	0.1%	0-000
Volume	30,936	23,306	-7,630	-24.7%	2,550,971

Daily Pivots for day following 06-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-091	124-059	123-218
R3	124-003	123-291	123-194
R2	123-235	123-235	123-186
R1	123-203	123-203	123-178	123-219
PP	123-147	123-147	123-147	123-156
S1	123-115	123-115	123-162	123-131
S2	123-059	123-059	123-154
S3	122-291	123-027	123-146
S4	122-203	122-259	123-122

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	123-180	123-027	0-153	0.4%	0-092	0.2%	93%	True	False	108,118
10	123-190	123-010	0-180	0.5%	0-084	0.2%	89%	False	False	453,544
20	123-272	123-007	0-265	0.7%	0-085	0.2%	62%	False	False	454,488
40	124-037	122-315	1-042	0.9%	0-084	0.2%	48%	False	False	446,507
60	124-037	122-167	1-190	1.3%	0-087	0.2%	63%	False	False	401,496
80	124-037	122-090	1-267	1.5%	0-087	0.2%	68%	False	False	365,096
100	124-037	121-030	3-007	2.4%	0-076	0.2%	81%	False	False	292,349

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
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	124-234
2.618	124-090
1.618	124-002
1.000	123-268
0.618	123-234
HIGH	123-180
0.618	123-146
0.500	123-136
0.382	123-126
LOW	123-092
0.618	123-038
1.000	123-004
1.618	122-270
2.618	122-182
4.250	122-038

Fisher Pivots for day following 06-Mar-2012
Pivot	1 day	3 day
R1	123-159	123-156
PP	123-147	123-142
S1	123-136	123-128

Download as Excel Spreadsheet

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

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