ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary
Previous Current
06-Mar-2012 07-Mar-2012 Change Change % Previous Week
Open 123-062 123-147 0-085 0.2% 123-027
High 123-157 123-150 -0-007 0.0% 123-147
Low 123-057 123-087 0-030 0.1% 122-300
Close 123-145 123-095 -0-050 -0.1% 123-122
Range 0-100 0-063 -0-037 -37.0% 0-167
ATR 0-084 0-082 -0-001 -1.8% 0-000
Volume 459,469 373,967 -85,502 -18.6% 3,321,973
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 123-300 123-260 123-130
R3 123-237 123-197 123-112
R2 123-174 123-174 123-107
R1 123-134 123-134 123-101 123-122
PP 123-111 123-111 123-111 123-105
S1 123-071 123-071 123-089 123-060
S2 123-048 123-048 123-083
S3 122-305 123-008 123-078
S4 122-242 122-265 123-060
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
5 123-157 122-300 0-177 0.4% 0-094 0.2% 65% False False 465,358
10 123-157 122-300 0-177 0.4% 0-087 0.2% 65% False False 497,603
20 123-190 122-270 0-240 0.6% 0-081 0.2% 60% False False 251,583
40 124-000 122-240 1-080 1.0% 0-061 0.2% 44% False False 126,095
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 124-098
2.618 123-315
1.618 123-252
1.000 123-213
0.618 123-189
HIGH 123-150
0.618 123-126
0.500 123-118
0.382 123-111
LOW 123-087
0.618 123-048
1.000 123-024
1.618 122-305
2.618 122-242
4.250 122-139
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 123-118 123-107
PP 123-111 123-103
S1 123-103 123-099

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

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