ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 23-Jan-2012

Day Change Summary
	Previous	Current
	20-Jan-2012	23-Jan-2012	Change	Change %	Previous Week
Open	122-300	123-030	0-050	0.1%	123-090
High	122-300	123-030	0-050	0.1%	123-150
Low	122-300	122-240	-0-060	-0.2%	122-300
Close	122-300	122-270	-0-030	-0.1%	122-300
Range	0-000	0-110	0-110		0-170
ATR	0-054	0-058	0-004	7.4%	0-000
Volume	345	31	-314	-91.0%	816

Daily Pivots for day following 23-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	123-297	123-233	123-010
R3	123-187	123-123	122-300
R2	123-077	123-077	122-290
R1	123-013	123-013	122-280	122-310
PP	122-287	122-287	122-287	122-275
S1	122-223	122-223	122-260	122-200
S2	122-177	122-177	122-250
S3	122-067	122-113	122-240
S4	121-277	122-003	122-210

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	122-240	0-230	0.6%	0-036	0.1%	13%	False	True	169
10	123-150	122-240	0-230	0.6%	0-022	0.1%	13%	False	True	91

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	124-178
2.618	123-318
1.618	123-208
1.000	123-140
0.618	123-098
HIGH	123-030
0.618	122-308
0.500	122-295
0.382	122-282
LOW	122-240
0.618	122-172
1.000	122-130
1.618	122-062
2.618	121-272
4.250	121-092

Fisher Pivots for day following 23-Jan-2012
Pivot	1 day	3 day
R1	122-295	122-300
PP	122-287	122-290
S1	122-278	122-280

Download as Excel Spreadsheet

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

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