ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 23-Feb-2012
Day Change Summary
Previous Current
22-Feb-2012 23-Feb-2012 Change Change % Previous Week
Open 123-032 123-097 0-065 0.2% 123-165
High 123-115 123-120 0-005 0.0% 123-230
Low 123-010 123-055 0-045 0.1% 123-030
Close 123-107 123-102 -0-005 0.0% 123-095
Range 0-105 0-065 -0-040 -38.1% 0-200
ATR 0-089 0-088 -0-002 -1.9% 0-000
Volume 572,426 786,705 214,279 37.4% 2,312,995
Daily Pivots for day following 23-Feb-2012
Classic Woodie Camarilla DeMark
R4 123-287 123-260 123-138
R3 123-222 123-195 123-120
R2 123-157 123-157 123-114
R1 123-130 123-130 123-108 123-144
PP 123-092 123-092 123-092 123-099
S1 123-065 123-065 123-096 123-078
S2 123-027 123-027 123-090
S3 122-282 123-000 123-084
S4 122-217 122-255 123-066
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 125-078 124-287 123-205
R3 124-198 124-087 123-150
R2 123-318 123-318 123-132
R1 123-207 123-207 123-113 123-162
PP 123-118 123-118 123-118 123-096
S1 123-007 123-007 123-077 122-282
S2 122-238 122-238 123-058
S3 122-038 122-127 123-040
S4 121-158 121-247 122-305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-230 123-007 0-223 0.6% 0-098 0.2% 43% False False 586,454
10 123-230 123-007 0-223 0.6% 0-088 0.2% 43% False False 508,052
20 124-037 123-007 1-030 0.9% 0-081 0.2% 27% False False 477,261
40 124-037 122-167 1-190 1.3% 0-085 0.2% 50% False False 423,010
60 124-037 122-090 1-267 1.5% 0-092 0.2% 57% False False 425,681
80 124-037 121-080 2-277 2.3% 0-084 0.2% 72% False False 325,659
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-019
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 124-076
2.618 123-290
1.618 123-225
1.000 123-185
0.618 123-160
HIGH 123-120
0.618 123-095
0.500 123-088
0.382 123-080
LOW 123-055
0.618 123-015
1.000 122-310
1.618 122-270
2.618 122-205
4.250 122-099
Fisher Pivots for day following 23-Feb-2012
Pivot 1 day 3 day
R1 123-097 123-089
PP 123-092 123-076
S1 123-088 123-064

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

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