ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 21-Dec-2011
Day Change Summary
Previous Current
20-Dec-2011 21-Dec-2011 Change Change % Previous Week
Open 123-105 123-035 -0-070 -0.2% 123-000
High 123-105 123-070 -0-035 -0.1% 123-125
Low 122-310 122-285 -0-025 -0.1% 122-297
Close 123-032 122-305 -0-047 -0.1% 123-100
Range 0-115 0-105 -0-010 -8.7% 0-148
ATR 0-095 0-096 0-001 0.7% 0-000
Volume 376,065 372,322 -3,743 -1.0% 1,718,785
Daily Pivots for day following 21-Dec-2011
Classic Woodie Camarilla DeMark
R4 124-002 123-258 123-043
R3 123-217 123-153 123-014
R2 123-112 123-112 123-004
R1 123-048 123-048 122-315 123-028
PP 123-007 123-007 123-007 122-316
S1 122-263 122-263 122-295 122-242
S2 122-222 122-222 122-286
S3 122-117 122-158 122-276
S4 122-012 122-053 122-247
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
5 123-127 122-285 0-162 0.4% 0-091 0.2% 12% False True 340,323
10 123-127 122-247 0-200 0.5% 0-093 0.2% 29% False False 355,679
20 123-127 122-090 1-037 0.9% 0-104 0.3% 60% False False 429,572
40 123-127 121-030 2-097 1.9% 0-081 0.2% 81% False False 217,515
Crabel Price Patterns
NR True
NR4 False
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 0-027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-196
2.618 124-025
1.618 123-240
1.000 123-175
0.618 123-135
HIGH 123-070
0.618 123-030
0.500 123-018
0.382 123-005
LOW 122-285
0.618 122-220
1.000 122-180
1.618 122-115
2.618 122-010
4.250 121-159
Fisher Pivots for day following 21-Dec-2011
Pivot 1 day 3 day
R1 123-018 123-046
PP 123-007 123-026
S1 122-316 123-005

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

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