ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 22-Mar-2012

Day Change Summary
	Previous	Current
	21-Mar-2012	22-Mar-2012	Change	Change %	Previous Week
Open	121-197	121-270	0-073	0.2%	123-002
High	121-287	122-037	0-070	0.2%	123-060
Low	121-170	121-245	0-075	0.2%	121-202
Close	121-275	121-315	0-040	0.1%	121-310
Range	0-117	0-112	-0-005	-4.3%	1-178
ATR	0-115	0-114	0-000	-0.2%	0-000
Volume	503,793	514,235	10,442	2.1%	3,044,473

Daily Pivots for day following 22-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	123-002	122-270	122-057
R3	122-210	122-158	122-026
R2	122-098	122-098	122-016
R1	122-046	122-046	122-005	122-072
PP	121-306	121-306	121-306	121-318
S1	121-254	121-254	121-305	121-280
S2	121-194	121-194	121-294
S3	121-082	121-142	121-284
S4	120-290	121-030	121-253

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	122-050	121-135	0-235	0.6%	0-138	0.4%	77%	False	False	557,473
10	123-060	121-135	1-245	1.4%	0-144	0.4%	32%	False	False	576,468
20	123-157	121-135	2-022	1.7%	0-116	0.3%	27%	False	False	552,730
40	124-000	121-135	2-185	2.1%	0-087	0.2%	22%	False	False	280,033

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-028
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	123-193
2.618	123-010
1.618	122-218
1.000	122-149
0.618	122-106
HIGH	122-037
0.618	121-314
0.500	121-301
0.382	121-288
LOW	121-245
0.618	121-176
1.000	121-133
1.618	121-064
2.618	120-272
4.250	120-089

Fisher Pivots for day following 22-Mar-2012
Pivot	1 day	3 day
R1	121-310	121-292
PP	121-306	121-269
S1	121-301	121-246

Download as Excel Spreadsheet

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

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