ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 21-Feb-2012

Day Change Summary
	Previous	Current
	17-Feb-2012	21-Feb-2012	Change	Change %	Previous Week
Open	123-060	122-300	-0-080	-0.2%	123-120
High	123-060	123-020	-0-040	-0.1%	123-190
Low	122-300	122-270	-0-030	-0.1%	122-300
Close	123-040	122-300	-0-060	-0.2%	123-040
Range	0-080	0-070	-0-010	-12.5%	0-210
ATR	0-072	0-074	0-001	1.7%	0-000
Volume	3,096	10,640	7,544	243.7%	7,379

Daily Pivots for day following 21-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	123-193	123-157	123-018
R3	123-123	123-087	122-319
R2	123-053	123-053	122-313
R1	123-017	123-017	122-306	123-015
PP	122-303	122-303	122-303	122-302
S1	122-267	122-267	122-294	122-265
S2	122-233	122-233	122-287
S3	122-163	122-197	122-281
S4	122-093	122-127	122-262

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-060	124-260	123-156
R3	124-170	124-050	123-098
R2	123-280	123-280	123-078
R1	123-160	123-160	123-059	123-115
PP	123-070	123-070	123-070	123-048
S1	122-270	122-270	123-021	122-225
S2	122-180	122-180	123-002
S3	121-290	122-060	122-302
S4	121-080	121-170	122-244

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-190	122-270	0-240	0.6%	0-084	0.2%	13%	False	True	3,404
10	123-200	122-270	0-250	0.6%	0-069	0.2%	12%	False	True	2,392
20	124-000	122-270	1-050	0.9%	0-062	0.2%	8%	False	True	1,691

Crabel Price Patterns
NR	True
NR4	True
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	0-006
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	123-318
2.618	123-203
1.618	123-133
1.000	123-090
0.618	123-063
HIGH	123-020
0.618	122-313
0.500	122-305
0.382	122-297
LOW	122-270
0.618	122-227
1.000	122-200
1.618	122-157
2.618	122-087
4.250	121-292

Fisher Pivots for day following 21-Feb-2012
Pivot	1 day	3 day
R1	122-305	123-070
PP	122-303	123-040
S1	122-302	123-010

Download as Excel Spreadsheet

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

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