ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 29-Feb-2012

Day Change Summary
	Previous	Current
	28-Feb-2012	29-Feb-2012	Change	Change %	Previous Week
Open	123-152	123-152	0-000	0.0%	123-082
High	123-190	123-172	-0-018	0.0%	123-120
Low	123-137	123-055	-0-082	-0.2%	123-007
Close	123-162	123-095	-0-067	-0.2%	123-075
Range	0-053	0-117	0-064	120.8%	0-113
ATR	0-084	0-086	0-002	2.8%	0-000
Volume	969,640	264,581	-705,059	-72.7%	2,411,383

Daily Pivots for day following 29-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-138	124-074	123-159
R3	124-021	123-277	123-127
R2	123-224	123-224	123-116
R1	123-160	123-160	123-106	123-134
PP	123-107	123-107	123-107	123-094
S1	123-043	123-043	123-084	123-016
S2	122-310	122-310	123-074
S3	122-193	122-246	123-063
S4	122-076	122-129	123-031

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-086	124-034	123-137
R3	123-293	123-241	123-106
R2	123-180	123-180	123-096
R1	123-128	123-128	123-085	123-098
PP	123-067	123-067	123-067	123-052
S1	123-015	123-015	123-065	122-304
S2	122-274	122-274	123-054
S3	122-161	122-222	123-044
S4	122-048	122-109	123-013

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-190	123-055	0-135	0.3%	0-077	0.2%	30%	False	True	737,401
10	123-230	123-007	0-223	0.6%	0-090	0.2%	39%	False	False	631,828
20	124-037	123-007	1-030	0.9%	0-082	0.2%	25%	False	False	524,878
40	124-037	122-262	1-095	1.1%	0-084	0.2%	37%	False	False	478,853
60	124-037	122-090	1-267	1.5%	0-089	0.2%	55%	False	False	427,400
80	124-037	122-090	1-267	1.5%	0-086	0.2%	55%	False	False	361,775

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	125-029
2.618	124-158
1.618	124-041
1.000	123-289
0.618	123-244
HIGH	123-172
0.618	123-127
0.500	123-114
0.382	123-100
LOW	123-055
0.618	122-303
1.000	122-258
1.618	122-186
2.618	122-069
4.250	121-198

Fisher Pivots for day following 29-Feb-2012
Pivot	1 day	3 day
R1	123-114	123-122
PP	123-107	123-113
S1	123-101	123-104

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