ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 23-Mar-2012

Day Change Summary
	Previous	Current
	22-Mar-2012	23-Mar-2012	Change	Change %	Previous Week
Open	121-270	121-305	0-035	0.1%	121-310
High	122-037	122-080	0-043	0.1%	122-080
Low	121-245	121-285	0-040	0.1%	121-135
Close	121-315	122-040	0-045	0.1%	122-040
Range	0-112	0-115	0-003	2.7%	0-265
ATR	0-114	0-114	0-000	0.0%	0-000
Volume	514,235	373,843	-140,392	-27.3%	2,604,986

Daily Pivots for day following 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	123-053	123-002	122-103
R3	122-258	122-207	122-072
R2	122-143	122-143	122-061
R1	122-092	122-092	122-051	122-118
PP	122-028	122-028	122-028	122-041
S1	121-297	121-297	122-029	122-002
S2	121-233	121-233	122-019
S3	121-118	121-182	122-008
S4	121-003	121-067	121-297

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-133	124-032	122-186
R3	123-188	123-087	122-113
R2	122-243	122-243	122-089
R1	122-142	122-142	122-064	122-192
PP	121-298	121-298	121-298	122-004
S1	121-197	121-197	122-016	121-248
S2	121-033	121-033	121-311
S3	120-088	120-252	121-287
S4	119-143	119-307	121-214

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-080	121-135	0-265	0.7%	0-135	0.3%	85%	True	False	520,997
10	123-060	121-135	1-245	1.4%	0-143	0.4%	40%	False	False	564,945
20	123-157	121-135	2-022	1.7%	0-119	0.3%	34%	False	False	554,454
40	124-000	121-135	2-185	2.1%	0-088	0.2%	27%	False	False	289,357

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-249
2.618	123-061
1.618	122-266
1.000	122-195
0.618	122-151
HIGH	122-080
0.618	122-036
0.500	122-022
0.382	122-009
LOW	121-285
0.618	121-214
1.000	121-170
1.618	121-099
2.618	120-304
4.250	120-116

Fisher Pivots for day following 23-Mar-2012
Pivot	1 day	3 day
R1	122-034	122-015
PP	122-028	121-310
S1	122-022	121-285

Download as Excel Spreadsheet

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

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