ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 09-Jan-2012

Day Change Summary
	Previous	Current
	06-Jan-2012	09-Jan-2012	Change	Change %	Previous Week
Open	123-030	123-065	0-035	0.1%	123-047
High	123-085	123-125	0-040	0.1%	123-085
Low	122-262	123-042	0-100	0.3%	122-262
Close	123-067	123-097	0-030	0.1%	123-067
Range	0-143	0-083	-0-060	-42.0%	0-143
ATR	0-096	0-095	-0-001	-1.0%	0-000
Volume	418,687	263,274	-155,413	-37.1%	1,569,821

Daily Pivots for day following 09-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-017	123-300	123-143
R3	123-254	123-217	123-120
R2	123-171	123-171	123-112
R1	123-134	123-134	123-105	123-152
PP	123-088	123-088	123-088	123-097
S1	123-051	123-051	123-089	123-070
S2	123-005	123-005	123-082
S3	122-242	122-288	123-074
S4	122-159	122-205	123-051

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	123-125	122-262	0-183	0.5%	0-083	0.2%	85%	True	False	366,619
10	123-125	122-167	0-278	0.7%	0-095	0.2%	90%	True	False	270,367
20	123-127	122-167	0-280	0.7%	0-090	0.2%	89%	False	False	300,773
40	123-127	122-090	1-037	0.9%	0-090	0.2%	92%	False	False	290,144
60	123-127	121-030	2-097	1.9%	0-071	0.2%	96%	False	False	193,964

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	0-026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-158
2.618	124-022
1.618	123-259
1.000	123-208
0.618	123-176
HIGH	123-125
0.618	123-093
0.500	123-084
0.382	123-074
LOW	123-042
0.618	122-311
1.000	122-279
1.618	122-228
2.618	122-145
4.250	122-009

Fisher Pivots for day following 09-Jan-2012
Pivot	1 day	3 day
R1	123-092	123-076
PP	123-088	123-055
S1	123-084	123-034

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols