ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 13-Dec-2011
Day Change Summary
Previous Current
12-Dec-2011 13-Dec-2011 Change Change % Previous Week
Open 123-000 123-030 0-030 0.1% 122-252
High 123-070 123-075 0-005 0.0% 123-087
Low 122-297 122-307 0-010 0.0% 122-162
Close 123-042 123-045 0-003 0.0% 123-010
Range 0-093 0-088 -0-005 -5.4% 0-245
ATR 0-102 0-101 -0-001 -1.0% 0-000
Volume 253,429 372,031 118,602 46.8% 2,023,918
Daily Pivots for day following 13-Dec-2011
Classic Woodie Camarilla DeMark
R4 123-300 123-260 123-093
R3 123-212 123-172 123-069
R2 123-124 123-124 123-061
R1 123-084 123-084 123-053 123-104
PP 123-036 123-036 123-036 123-046
S1 122-316 122-316 123-037 123-016
S2 122-268 122-268 123-029
S3 122-180 122-228 123-021
S4 122-092 122-140 122-317
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
5 123-087 122-192 0-215 0.5% 0-116 0.3% 80% False False 377,664
10 123-087 122-090 0-317 0.8% 0-118 0.3% 87% False False 481,694
20 123-087 122-090 0-317 0.8% 0-100 0.3% 87% False False 327,489
40 123-087 121-030 2-057 1.8% 0-069 0.2% 94% False False 164,785
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-037
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124-129
2.618 123-305
1.618 123-217
1.000 123-163
0.618 123-129
HIGH 123-075
0.618 123-041
0.500 123-031
0.382 123-021
LOW 122-307
0.618 122-253
1.000 122-219
1.618 122-165
2.618 122-077
4.250 121-253
Fisher Pivots for day following 13-Dec-2011
Pivot 1 day 3 day
R1 123-040 123-041
PP 123-036 123-036
S1 123-031 123-032

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

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