ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 12-Dec-2011
Day Change Summary
Previous Current
09-Dec-2011 12-Dec-2011 Change Change % Previous Week
Open 123-065 123-000 -0-065 -0.2% 122-252
High 123-087 123-070 -0-017 0.0% 123-087
Low 122-310 122-297 -0-013 0.0% 122-162
Close 123-010 123-042 0-032 0.1% 123-010
Range 0-097 0-093 -0-004 -4.1% 0-245
ATR 0-102 0-102 -0-001 -0.6% 0-000
Volume 343,560 253,429 -90,131 -26.2% 2,023,918
Daily Pivots for day following 12-Dec-2011
Classic Woodie Camarilla DeMark
R4 123-309 123-268 123-093
R3 123-216 123-175 123-068
R2 123-123 123-123 123-059
R1 123-082 123-082 123-051 123-102
PP 123-030 123-030 123-030 123-040
S1 122-309 122-309 123-033 123-010
S2 122-257 122-257 123-025
S3 122-164 122-216 123-016
S4 122-071 122-123 122-311
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 125-075 124-287 123-145
R3 124-150 124-042 123-077
R2 123-225 123-225 123-055
R1 123-117 123-117 123-032 123-171
PP 122-300 122-300 122-300 123-006
S1 122-192 122-192 122-308 122-246
S2 122-055 122-055 122-285
S3 121-130 121-267 122-263
S4 120-205 121-022 122-195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-087 122-185 0-222 0.6% 0-111 0.3% 80% False False 377,662
10 123-087 122-090 0-317 0.8% 0-119 0.3% 86% False False 543,905
20 123-087 122-090 0-317 0.8% 0-098 0.2% 86% False False 308,897
40 123-087 121-030 2-057 1.8% 0-067 0.2% 94% False False 155,484
Crabel Price Patterns
NR True
NR4 True
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 0-034
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-145
2.618 123-313
1.618 123-220
1.000 123-163
0.618 123-127
HIGH 123-070
0.618 123-034
0.500 123-024
0.382 123-013
LOW 122-297
0.618 122-240
1.000 122-204
1.618 122-147
2.618 122-054
4.250 121-222
Fisher Pivots for day following 12-Dec-2011
Pivot 1 day 3 day
R1 123-036 123-030
PP 123-030 123-019
S1 123-024 123-007

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

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