ECBOT 5 Year T-Note Future June 2012

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Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary Previous Current 19-Jan-2012 20-Jan-2012 Change Change % Previous Week Open 123-040 122-300 -0-060 -0.2% 123-090 High 123-040 122-300 -0-060 -0.2% 123-150 Low 123-040 122-300 -0-060 -0.2% 122-300 Close 123-040 122-300 -0-060 -0.2% 122-300 Range ATR 0-054 0-054 0-000 0.9% 0-000 Volume 345 345 0 0.0% 816
Daily Pivots for day following 20-Jan-2012 Classic Woodie Camarilla DeMark R4 122-300 122-300 122-300 R3 122-300 122-300 122-300 R2 122-300 122-300 122-300 R1 122-300 122-300 122-300 122-300 PP 122-300 122-300 122-300 122-300 S1 122-300 122-300 122-300 122-300 S2 122-300 122-300 122-300 S3 122-300 122-300 122-300 S4 122-300 122-300 122-300	Weekly Pivots for week ending 20-Jan-2012 Classic Woodie Camarilla DeMark R4 124-227 124-113 123-074 R3 124-057 123-263 123-027 R2 123-207 123-207 123-011 R1 123-093 123-093 122-316 123-065 PP 123-037 123-037 123-037 123-022 S1 122-243 122-243 122-284 122-215 S2 122-187 122-187 122-269 S3 122-017 122-073 122-253 S4 121-167 121-223 122-206
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 123-150 122-300 0-170 0.4% 0-020 0.1% 0% False True 163 10 123-150 122-200 0-270 0.7% 0-022 0.1% 37% False False 93
Crabel Price Patterns NR False 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 0-000	Fibonacci Retracements and Extensions 4.250 122-300 2.618 122-300 1.618 122-300 1.000 122-300 0.618 122-300 HIGH 122-300 0.618 122-300 0.500 122-300 0.382 122-300 LOW 122-300 0.618 122-300 1.000 122-300 1.618 122-300 2.618 122-300 4.250 122-300
Fisher Pivots for day following 20-Jan-2012 Pivot 1 day 3 day R1 122-300 123-045 PP 122-300 123-023 S1 122-300 123-002

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