ECBOT 5 Year T-Note Future June 2012

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

Day Change Summary
	Previous	Current
	15-Mar-2012	16-Mar-2012	Change	Change %	Previous Week
Open	121-312	122-020	0-028	0.1%	123-002
High	122-047	122-037	-0-010	0.0%	123-060
Low	121-202	121-227	0-025	0.1%	121-202
Close	122-022	121-310	-0-032	-0.1%	121-310
Range	0-165	0-130	-0-035	-21.2%	1-178
ATR	0-105	0-106	0-002	1.7%	0-000
Volume	830,052	556,222	-273,830	-33.0%	3,044,473

Daily Pivots for day following 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	123-048	122-309	122-062
R3	122-238	122-179	122-026
R2	122-108	122-108	122-014
R1	122-049	122-049	122-002	122-014
PP	121-298	121-298	121-298	121-280
S1	121-239	121-239	121-298	121-204
S2	121-168	121-168	121-286
S3	121-038	121-109	121-274
S4	120-228	120-299	121-238

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-298	126-002	122-264
R3	125-120	124-144	122-127
R2	123-262	123-262	122-081
R1	122-286	122-286	122-036	122-185
PP	122-084	122-084	122-084	122-034
S1	121-108	121-108	121-264	121-007
S2	120-226	120-226	121-219
S3	119-048	119-250	121-173
S4	117-190	118-072	121-036

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-060	121-202	1-178	1.3%	0-152	0.4%	22%	False	False	608,894
10	123-157	121-202	1-275	1.5%	0-121	0.3%	18%	False	False	516,212
20	123-157	121-202	1-275	1.5%	0-104	0.3%	18%	False	False	447,523
40	124-000	121-202	2-118	1.9%	0-082	0.2%	14%	False	False	224,273

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	123-270
2.618	123-057
1.618	122-247
1.000	122-167
0.618	122-117
HIGH	122-037
0.618	121-307
0.500	121-292
0.382	121-277
LOW	121-227
0.618	121-147
1.000	121-097
1.618	121-017
2.618	120-207
4.250	119-314

Fisher Pivots for day following 16-Mar-2012
Pivot	1 day	3 day
R1	121-304	122-044
PP	121-298	122-026
S1	121-292	122-008

Download as Excel Spreadsheet

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

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