ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 10-Jan-2012
Day Change Summary
Previous Current
09-Jan-2012 10-Jan-2012 Change Change % Previous Week
Open 123-065 123-087 0-022 0.1% 123-047
High 123-125 123-102 -0-023 -0.1% 123-085
Low 123-042 123-042 0-000 0.0% 122-262
Close 123-097 123-077 -0-020 -0.1% 123-067
Range 0-083 0-060 -0-023 -27.7% 0-143
ATR 0-095 0-093 -0-003 -2.6% 0-000
Volume 263,274 333,449 70,175 26.7% 1,569,821
Daily Pivots for day following 10-Jan-2012
Classic Woodie Camarilla DeMark
R4 123-254 123-225 123-110
R3 123-194 123-165 123-094
R2 123-134 123-134 123-088
R1 123-105 123-105 123-082 123-090
PP 123-074 123-074 123-074 123-066
S1 123-045 123-045 123-072 123-030
S2 123-014 123-014 123-066
S3 122-274 122-305 123-060
S4 122-214 122-245 123-044
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% 0-086 0.2% 74% False False 371,462
10 123-125 122-167 0-278 0.7% 0-086 0.2% 83% False False 283,314
20 123-127 122-167 0-280 0.7% 0-088 0.2% 82% False False 300,267
40 123-127 122-090 1-037 0.9% 0-091 0.2% 86% False False 298,407
60 123-127 121-030 2-097 1.9% 0-072 0.2% 93% False False 199,521
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 124-037
2.618 123-259
1.618 123-199
1.000 123-162
0.618 123-139
HIGH 123-102
0.618 123-079
0.500 123-072
0.382 123-065
LOW 123-042
0.618 123-005
1.000 122-302
1.618 122-265
2.618 122-205
4.250 122-107
Fisher Pivots for day following 10-Jan-2012
Pivot 1 day 3 day
R1 123-075 123-062
PP 123-074 123-048
S1 123-072 123-034

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

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