ECBOT 5 Year T-Note Future June 2012

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

Day Change Summary
	Previous	Current
	15-Feb-2012	16-Feb-2012	Change	Change %	Previous Week
Open	123-110	123-190	0-080	0.2%	123-230
High	123-190	123-190	0-000	0.0%	123-250
Low	123-110	123-030	-0-080	-0.2%	123-060
Close	123-170	123-040	-0-130	-0.3%	123-160
Range	0-080	0-160	0-080	100.0%	0-190
ATR	0-065	0-072	0-007	10.4%	0-000
Volume	1,319	1,290	-29	-2.2%	8,038

Daily Pivots for day following 16-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-247	124-143	123-128
R3	124-087	123-303	123-084
R2	123-247	123-247	123-069
R1	123-143	123-143	123-055	123-115
PP	123-087	123-087	123-087	123-072
S1	122-303	122-303	123-025	122-275
S2	122-247	122-247	123-011
S3	122-087	122-143	122-316
S4	121-247	121-303	122-272

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-087	124-313	123-264
R3	124-217	124-123	123-212
R2	124-027	124-027	123-195
R1	123-253	123-253	123-177	123-205
PP	123-157	123-157	123-157	123-132
S1	123-063	123-063	123-143	123-015
S2	122-287	122-287	123-125
S3	122-097	122-193	123-108
S4	121-227	122-003	123-056

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-190	123-030	0-160	0.4%	0-080	0.2%	6%	True	True	1,403
10	124-000	123-030	0-290	0.7%	0-071	0.2%	3%	False	True	1,583
20	124-000	122-240	1-080	1.0%	0-060	0.2%	30%	False	False	1,023

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-005
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	125-230
2.618	124-289
1.618	124-129
1.000	124-030
0.618	123-289
HIGH	123-190
0.618	123-129
0.500	123-110
0.382	123-091
LOW	123-030
0.618	122-251
1.000	122-190
1.618	122-091
2.618	121-251
4.250	120-310

Fisher Pivots for day following 16-Feb-2012
Pivot	1 day	3 day
R1	123-110	123-110
PP	123-087	123-087
S1	123-063	123-063

Download as Excel Spreadsheet

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

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