ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 14-Mar-2012

Day Change Summary
	Previous	Current
	13-Mar-2012	14-Mar-2012	Change	Change %	Previous Week
Open	122-312	122-197	-0-115	-0.3%	123-125
High	123-002	122-207	-0-115	-0.3%	123-157
Low	122-185	121-272	-0-233	-0.6%	122-250
Close	122-212	121-295	-0-237	-0.6%	123-007
Range	0-137	0-255	0-118	86.1%	0-227
ATR	0-088	0-100	0-012	14.0%	0-000
Volume	529,603	838,262	308,659	58.3%	2,117,654

Daily Pivots for day following 14-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-170	124-007	122-115
R3	123-235	123-072	122-045
R2	122-300	122-300	122-022
R1	122-137	122-137	121-318	122-091
PP	122-045	122-045	122-045	122-022
S1	121-202	121-202	121-272	121-156
S2	121-110	121-110	121-248
S3	120-175	120-267	121-225
S4	119-240	120-012	121-155

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-072	124-267	123-132
R3	124-165	124-040	123-069
R2	123-258	123-258	123-049
R1	123-133	123-133	123-028	123-082
PP	123-031	123-031	123-031	123-006
S1	122-226	122-226	122-306	122-175
S2	122-124	122-124	122-285
S3	121-217	121-319	122-265
S4	120-310	121-092	122-202

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-102	121-272	1-150	1.2%	0-132	0.3%	5%	False	True	508,273
10	123-157	121-272	1-205	1.3%	0-113	0.3%	4%	False	True	486,816
20	123-190	121-272	1-238	1.4%	0-101	0.3%	4%	False	True	378,340
40	124-000	121-272	2-048	1.8%	0-075	0.2%	3%	False	True	189,626

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	0-011
Widest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	126-011
2.618	124-235
1.618	123-300
1.000	123-142
0.618	123-045
HIGH	122-207
0.618	122-110
0.500	122-080
0.382	122-049
LOW	121-272
0.618	121-114
1.000	121-017
1.618	120-179
2.618	119-244
4.250	118-148

Fisher Pivots for day following 14-Mar-2012
Pivot	1 day	3 day
R1	122-080	122-166
PP	122-045	122-102
S1	122-010	122-039

Download as Excel Spreadsheet

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

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