ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 02-Mar-2012
Day Change Summary
Previous Current
01-Mar-2012 02-Mar-2012 Change Change % Previous Week
Open 123-082 123-040 -0-042 -0.1% 123-027
High 123-082 123-142 0-060 0.2% 123-147
Low 122-300 123-025 0-045 0.1% 122-300
Close 123-025 123-122 0-097 0.2% 123-122
Range 0-102 0-117 0-015 14.7% 0-167
ATR 0-080 0-082 0-003 3.4% 0-000
Volume 643,452 448,855 -194,597 -30.2% 3,321,973
Daily Pivots for day following 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 124-127 124-082 123-186
R3 124-010 123-285 123-154
R2 123-213 123-213 123-143
R1 123-168 123-168 123-133 123-190
PP 123-096 123-096 123-096 123-108
S1 123-051 123-051 123-111 123-074
S2 122-299 122-299 123-101
S3 122-182 122-254 123-090
S4 122-065 122-137 123-058
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 124-264 124-200 123-214
R3 124-097 124-033 123-168
R2 123-250 123-250 123-153
R1 123-186 123-186 123-137 123-218
PP 123-083 123-083 123-083 123-099
S1 123-019 123-019 123-107 123-051
S2 122-236 122-236 123-091
S3 122-069 122-172 123-076
S4 121-222 122-005 123-030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-147 122-300 0-167 0.4% 0-101 0.3% 85% False False 664,394
10 123-147 122-270 0-197 0.5% 0-088 0.2% 87% False False 378,834
20 124-000 122-270 1-050 0.9% 0-079 0.2% 46% False False 190,208
40 124-000 122-200 1-120 1.1% 0-058 0.1% 55% False False 95,236
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-319
2.618 124-128
1.618 124-011
1.000 123-259
0.618 123-214
HIGH 123-142
0.618 123-097
0.500 123-084
0.382 123-070
LOW 123-025
0.618 122-273
1.000 122-228
1.618 122-156
2.618 122-039
4.250 121-168
Fisher Pivots for day following 02-Mar-2012
Pivot 1 day 3 day
R1 123-109 123-102
PP 123-096 123-081
S1 123-084 123-061

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

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