ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 20-Dec-2011
Day Change Summary
Previous Current
19-Dec-2011 20-Dec-2011 Change Change % Previous Week
Open 123-112 123-105 -0-007 0.0% 123-000
High 123-127 123-105 -0-022 -0.1% 123-125
Low 123-067 122-310 -0-077 -0.2% 122-297
Close 123-112 123-032 -0-080 -0.2% 123-100
Range 0-060 0-115 0-055 91.7% 0-148
ATR 0-093 0-095 0-002 2.2% 0-000
Volume 268,772 376,065 107,293 39.9% 1,718,785
Daily Pivots for day following 20-Dec-2011
Classic Woodie Camarilla DeMark
R4 124-067 124-005 123-095
R3 123-272 123-210 123-064
R2 123-157 123-157 123-053
R1 123-095 123-095 123-043 123-068
PP 123-042 123-042 123-042 123-029
S1 122-300 122-300 123-021 122-274
S2 122-247 122-247 123-011
S3 122-132 122-185 123-000
S4 122-017 122-070 122-289
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 124-191 124-134 123-181
R3 124-043 123-306 123-141
R2 123-215 123-215 123-127
R1 123-158 123-158 123-114 123-186
PP 123-067 123-067 123-067 123-082
S1 123-010 123-010 123-086 123-038
S2 122-239 122-239 123-073
S3 122-091 122-182 123-059
S4 121-263 122-034 123-019
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-127 122-310 0-137 0.3% 0-079 0.2% 31% False True 347,632
10 123-127 122-192 0-255 0.6% 0-098 0.2% 63% False False 362,648
20 123-127 122-090 1-037 0.9% 0-103 0.3% 73% False False 412,954
40 123-127 121-030 2-097 1.9% 0-079 0.2% 87% False False 208,231
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 124-274
2.618 124-086
1.618 123-291
1.000 123-220
0.618 123-176
HIGH 123-105
0.618 123-061
0.500 123-048
0.382 123-034
LOW 122-310
0.618 122-239
1.000 122-195
1.618 122-124
2.618 122-009
4.250 121-141
Fisher Pivots for day following 20-Dec-2011
Pivot 1 day 3 day
R1 123-048 123-058
PP 123-042 123-050
S1 123-037 123-041

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

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