ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 123-030 123-047 0-017 0.0% 122-252
High 123-075 123-057 -0-018 0.0% 123-087
Low 122-307 123-010 0-023 0.1% 122-162
Close 123-045 123-040 -0-005 0.0% 123-010
Range 0-088 0-047 -0-041 -46.6% 0-245
ATR 0-101 0-097 -0-004 -3.8% 0-000
Volume 372,031 408,868 36,837 9.9% 2,023,918
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 123-177 123-155 123-066
R3 123-130 123-108 123-053
R2 123-083 123-083 123-049
R1 123-061 123-061 123-044 123-048
PP 123-036 123-036 123-036 123-029
S1 123-014 123-014 123-036 123-002
S2 122-309 122-309 123-031
S3 122-262 122-287 123-027
S4 122-215 122-240 123-014
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
5 123-087 122-247 0-160 0.4% 0-095 0.2% 71% False False 371,035
10 123-087 122-090 0-317 0.8% 0-105 0.3% 85% False False 450,993
20 123-087 122-090 0-317 0.8% 0-100 0.3% 85% False False 347,719
40 123-087 121-030 2-057 1.8% 0-070 0.2% 93% False False 175,007
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 123-257
2.618 123-180
1.618 123-133
1.000 123-104
0.618 123-086
HIGH 123-057
0.618 123-039
0.500 123-034
0.382 123-028
LOW 123-010
0.618 122-301
1.000 122-283
1.618 122-254
2.618 122-207
4.250 122-130
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 123-038 123-035
PP 123-036 123-031
S1 123-034 123-026

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

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