ECBOT 5 Year T-Note Future June 2012

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Trading Metrics calculated at close of trading on 02-Feb-2012
Day Change Summary Previous Current 01-Feb-2012 02-Feb-2012 Change Change % Previous Week Open 123-290 123-310 0-020 0.1% 123-030 High 123-290 123-310 0-020 0.1% 123-260 Low 123-290 123-310 0-020 0.1% 122-240 Close 123-290 123-310 0-020 0.1% 123-250 Range ATR 0-062 0-059 -0-003 -4.8% 0-000 Volume 1,610 332 -1,278 -79.4% 1,384
Daily Pivots for day following 02-Feb-2012 Classic Woodie Camarilla DeMark R4 123-310 123-310 123-310 R3 123-310 123-310 123-310 R2 123-310 123-310 123-310 R1 123-310 123-310 123-310 123-310 PP 123-310 123-310 123-310 123-310 S1 123-310 123-310 123-310 123-310 S2 123-310 123-310 123-310 S3 123-310 123-310 123-310 S4 123-310 123-310 123-310	Weekly Pivots for week ending 27-Jan-2012 Classic Woodie Camarilla DeMark R4 126-203 126-087 124-117 R3 125-183 125-067 124-024 R2 124-163 124-163 123-312 R1 124-047 124-047 123-281 124-105 PP 123-143 123-143 123-143 123-172 S1 123-027 123-027 123-219 123-085 S2 122-123 122-123 123-188 S3 121-103 122-007 123-156 S4 120-083 120-307 123-063
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 123-310 123-220 0-090 0.2% 0-014 0.0% 100% True False 604 10 123-310 122-240 1-070 1.0% 0-049 0.1% 100% True False 462 20 123-310 122-200 1-110 1.1% 0-036 0.1% 100% True False 263
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 True 3BNR True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0-001	Fibonacci Retracements and Extensions 4.250 123-310 2.618 123-310 1.618 123-310 1.000 123-310 0.618 123-310 HIGH 123-310 0.618 123-310 0.500 123-310 0.382 123-310 LOW 123-310 0.618 123-310 1.000 123-310 1.618 123-310 2.618 123-310 4.250 123-310
Fisher Pivots for day following 02-Feb-2012 Pivot 1 day 3 day R1 123-310 123-307 PP 123-310 123-303 S1 123-310 123-300

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