ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 20-Mar-2012

Day Change Summary
	Previous	Current
	19-Mar-2012	20-Mar-2012	Change	Change %	Previous Week
Open	121-310	121-185	-0-125	-0.3%	123-002
High	122-050	121-272	-0-098	-0.3%	123-060
Low	121-177	121-135	-0-042	-0.1%	121-202
Close	121-200	121-177	-0-023	-0.1%	121-310
Range	0-193	0-137	-0-056	-29.0%	1-178
ATR	0-113	0-114	0-002	1.5%	0-000
Volume	614,701	598,414	-16,287	-2.6%	3,044,473

Daily Pivots for day following 20-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	122-286	122-208	121-252
R3	122-149	122-071	121-215
R2	122-012	122-012	121-202
R1	121-254	121-254	121-190	121-224
PP	121-195	121-195	121-195	121-180
S1	121-117	121-117	121-164	121-088
S2	121-058	121-058	121-152
S3	120-241	120-300	121-139
S4	120-104	120-163	121-102

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	122-207	121-135	1-072	1.0%	0-176	0.5%	11%	False	True	687,530
10	123-150	121-135	2-015	1.7%	0-135	0.3%	6%	False	True	551,472
20	123-157	121-135	2-022	1.7%	0-113	0.3%	6%	False	True	507,492
40	124-000	121-135	2-185	2.1%	0-088	0.2%	5%	False	True	254,591

Crabel Price Patterns
NR	True
NR4	False
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	0-025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-214
2.618	122-311
1.618	122-174
1.000	122-089
0.618	122-037
HIGH	121-272
0.618	121-220
0.500	121-204
0.382	121-187
LOW	121-135
0.618	121-050
1.000	120-318
1.618	120-233
2.618	120-096
4.250	119-193

Fisher Pivots for day following 20-Mar-2012
Pivot	1 day	3 day
R1	121-204	121-252
PP	121-195	121-227
S1	121-186	121-202

Download as Excel Spreadsheet

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

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