ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 22-Dec-2011
Day Change Summary
Previous Current
21-Dec-2011 22-Dec-2011 Change Change % Previous Week
Open 123-035 122-302 -0-053 -0.1% 123-000
High 123-070 123-025 -0-045 -0.1% 123-125
Low 122-285 122-280 -0-005 0.0% 122-297
Close 122-305 122-297 -0-008 0.0% 123-100
Range 0-105 0-065 -0-040 -38.1% 0-148
ATR 0-096 0-094 -0-002 -2.3% 0-000
Volume 372,322 232,279 -140,043 -37.6% 1,718,785
Daily Pivots for day following 22-Dec-2011
Classic Woodie Camarilla DeMark
R4 123-182 123-145 123-013
R3 123-117 123-080 122-315
R2 123-052 123-052 122-309
R1 123-015 123-015 122-303 123-001
PP 122-307 122-307 122-307 122-300
S1 122-270 122-270 122-291 122-256
S2 122-242 122-242 122-285
S3 122-177 122-205 122-279
S4 122-112 122-140 122-261
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
5 123-127 122-280 0-167 0.4% 0-091 0.2% 10% False True 318,819
10 123-127 122-280 0-167 0.4% 0-084 0.2% 10% False True 331,178
20 123-127 122-090 1-037 0.9% 0-103 0.3% 58% False False 434,882
40 123-127 121-030 2-097 1.9% 0-083 0.2% 80% False False 223,288
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 0-022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-301
2.618 123-195
1.618 123-130
1.000 123-090
0.618 123-065
HIGH 123-025
0.618 123-000
0.500 122-312
0.382 122-305
LOW 122-280
0.618 122-240
1.000 122-215
1.618 122-175
2.618 122-110
4.250 122-004
Fisher Pivots for day following 22-Dec-2011
Pivot 1 day 3 day
R1 122-312 123-032
PP 122-307 123-014
S1 122-302 122-316

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

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