ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 24-Jan-2012

Day Change Summary
	Previous	Current
	23-Jan-2012	24-Jan-2012	Change	Change %	Previous Week
Open	123-030	122-290	-0-060	-0.2%	123-090
High	123-030	122-290	-0-060	-0.2%	123-150
Low	122-240	122-280	0-040	0.1%	122-300
Close	122-270	122-280	0-010	0.0%	122-300
Range	0-110	0-010	-0-100	-90.9%	0-170
ATR	0-058	0-055	-0-003	-4.7%	0-000
Volume	31	141	110	354.8%	816

Daily Pivots for day following 24-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	122-313	122-307	122-286
R3	122-303	122-297	122-283
R2	122-293	122-293	122-282
R1	122-287	122-287	122-281	122-285
PP	122-283	122-283	122-283	122-282
S1	122-277	122-277	122-279	122-275
S2	122-273	122-273	122-278
S3	122-263	122-267	122-277
S4	122-253	122-257	122-274

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	123-110	122-240	0-190	0.5%	0-026	0.1%	21%	False	False	182
10	123-150	122-240	0-230	0.6%	0-023	0.1%	17%	False	False	105

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

Fibonacci Retracements and Extensions
4.250	123-012
2.618	122-316
1.618	122-306
1.000	122-300
0.618	122-296
HIGH	122-290
0.618	122-286
0.500	122-285
0.382	122-284
LOW	122-280
0.618	122-274
1.000	122-270
1.618	122-264
2.618	122-254
4.250	122-238

Fisher Pivots for day following 24-Jan-2012
Pivot	1 day	3 day
R1	122-285	122-295
PP	122-283	122-290
S1	122-282	122-285

Download as Excel Spreadsheet

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

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