ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 09-Mar-2012
Day Change Summary
Previous Current
08-Mar-2012 09-Mar-2012 Change Change % Previous Week
Open 123-087 123-042 -0-045 -0.1% 123-125
High 123-102 123-055 -0-047 -0.1% 123-157
Low 123-030 122-250 -0-100 -0.3% 122-250
Close 123-047 123-007 -0-040 -0.1% 123-007
Range 0-072 0-125 0-053 73.6% 0-227
ATR 0-082 0-085 0-003 3.8% 0-000
Volume 394,103 489,066 94,963 24.1% 2,117,654
Daily Pivots for day following 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 124-052 123-315 123-076
R3 123-247 123-190 123-041
R2 123-122 123-122 123-030
R1 123-065 123-065 123-018 123-031
PP 122-317 122-317 122-317 122-300
S1 122-260 122-260 122-316 122-226
S2 122-192 122-192 122-304
S3 122-067 122-135 122-293
S4 121-262 122-010 122-258
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 125-072 124-267 123-132
R3 124-165 124-040 123-069
R2 123-258 123-258 123-049
R1 123-133 123-133 123-028 123-082
PP 123-031 123-031 123-031 123-006
S1 122-226 122-226 122-306 122-175
S2 122-124 122-124 122-285
S3 121-217 121-319 122-265
S4 120-310 121-092 122-202
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-157 122-250 0-227 0.6% 0-089 0.2% 34% False True 423,530
10 123-157 122-250 0-227 0.6% 0-095 0.2% 34% False True 543,962
20 123-190 122-250 0-260 0.7% 0-086 0.2% 30% False True 295,650
40 124-000 122-240 1-080 1.0% 0-066 0.2% 22% False False 148,173
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 0-012
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 124-266
2.618 124-062
1.618 123-257
1.000 123-180
0.618 123-132
HIGH 123-055
0.618 123-007
0.500 122-312
0.382 122-298
LOW 122-250
0.618 122-173
1.000 122-125
1.618 122-048
2.618 121-243
4.250 121-039
Fisher Pivots for day following 09-Mar-2012
Pivot 1 day 3 day
R1 123-002 123-040
PP 122-317 123-029
S1 122-312 123-018

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

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