ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 16-Mar-2012

Day Change Summary
	Previous	Current
	15-Mar-2012	16-Mar-2012	Change	Change %	Previous Week
Open	122-052	122-027	-0-025	-0.1%	123-070
High	122-115	122-072	-0-043	-0.1%	123-080
Low	121-282	122-017	0-055	0.1%	121-282
Close	122-092	122-072	-0-020	-0.1%	122-072
Range	0-153	0-055	-0-098	-64.1%	1-118
ATR	0-096	0-095	-0-002	-1.6%	0-000
Volume	5,947	7,023	1,076	18.1%	37,939

Daily Pivots for day following 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	122-219	122-200	122-102
R3	122-164	122-145	122-087
R2	122-109	122-109	122-082
R1	122-090	122-090	122-077	122-100
PP	122-054	122-054	122-054	122-058
S1	122-035	122-035	122-067	122-044
S2	121-319	121-319	122-062
S3	121-264	121-300	122-057
S4	121-209	121-245	122-042

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-179	125-243	122-313
R3	125-061	124-125	122-192
R2	123-263	123-263	122-152
R1	123-007	123-007	122-112	122-236
PP	122-145	122-145	122-145	122-099
S1	121-209	121-209	122-032	121-118
S2	121-027	121-027	121-312
S3	119-229	120-091	121-272
S4	118-111	118-293	121-151

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-080	121-282	1-118	1.1%	0-112	0.3%	25%	False	False	7,587
10	123-180	121-282	1-218	1.4%	0-088	0.2%	20%	False	False	12,489
20	123-190	121-282	1-228	1.4%	0-085	0.2%	20%	False	False	277,939
40	124-037	121-282	2-075	1.8%	0-086	0.2%	15%	False	False	370,611
60	124-037	121-282	2-075	1.8%	0-087	0.2%	15%	False	False	355,867
80	124-037	121-282	2-075	1.8%	0-090	0.2%	15%	False	False	365,485
100	124-037	121-030	3-007	2.5%	0-083	0.2%	37%	False	False	293,054

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	122-306
2.618	122-216
1.618	122-161
1.000	122-127
0.618	122-106
HIGH	122-072
0.618	122-051
0.500	122-044
0.382	122-038
LOW	122-017
0.618	121-303
1.000	121-282
1.618	121-248
2.618	121-193
4.250	121-103

Fisher Pivots for day following 16-Mar-2012
Pivot	1 day	3 day
R1	122-063	122-084
PP	122-054	122-080
S1	122-044	122-076

Download as Excel Spreadsheet

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

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