ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary
Previous Current
05-Jan-2012 06-Jan-2012 Change Change % Previous Week
Open 123-035 123-030 -0-005 0.0% 123-047
High 123-080 123-085 0-005 0.0% 123-085
Low 122-307 122-262 -0-045 -0.1% 122-262
Close 123-035 123-067 0-032 0.1% 123-067
Range 0-093 0-143 0-050 53.8% 0-143
ATR 0-092 0-096 0-004 3.9% 0-000
Volume 484,548 418,687 -65,861 -13.6% 1,569,821
Daily Pivots for day following 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 124-140 124-087 123-146
R3 123-317 123-264 123-106
R2 123-174 123-174 123-093
R1 123-121 123-121 123-080 123-148
PP 123-031 123-031 123-031 123-045
S1 122-298 122-298 123-054 123-004
S2 122-208 122-208 123-041
S3 122-065 122-155 123-028
S4 121-242 122-012 122-308
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 124-140 124-087 123-146
R3 123-317 123-264 123-106
R2 123-174 123-174 123-093
R1 123-121 123-121 123-080 123-148
PP 123-031 123-031 123-031 123-045
S1 122-298 122-298 123-054 123-004
S2 122-208 122-208 123-041
S3 122-065 122-155 123-028
S4 121-242 122-012 122-308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-100 122-262 0-158 0.4% 0-091 0.2% 79% False True 349,364
10 123-100 122-167 0-253 0.6% 0-093 0.2% 87% False False 267,268
20 123-127 122-167 0-280 0.7% 0-093 0.2% 79% False False 311,473
40 123-127 122-090 1-037 0.9% 0-089 0.2% 83% False False 283,684
60 123-127 121-030 2-097 1.9% 0-070 0.2% 92% False False 189,576
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
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
4.250 125-053
2.618 124-139
1.618 123-316
1.000 123-228
0.618 123-173
HIGH 123-085
0.618 123-030
0.500 123-014
0.382 122-317
LOW 122-262
0.618 122-174
1.000 122-119
1.618 122-031
2.618 121-208
4.250 120-294
Fisher Pivots for day following 06-Jan-2012
Pivot 1 day 3 day
R1 123-049 123-049
PP 123-031 123-031
S1 123-014 123-014

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

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