ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 123-042 123-002 -0-040 -0.1% 123-125
High 123-055 123-060 0-005 0.0% 123-157
Low 122-250 122-307 0-057 0.1% 122-250
Close 123-007 122-315 -0-012 0.0% 123-007
Range 0-125 0-073 -0-052 -41.6% 0-227
ATR 0-085 0-084 -0-001 -1.0% 0-000
Volume 489,066 290,334 -198,732 -40.6% 2,117,654
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 123-233 123-187 123-035
R3 123-160 123-114 123-015
R2 123-087 123-087 123-008
R1 123-041 123-041 123-002 123-028
PP 123-014 123-014 123-014 123-007
S1 122-288 122-288 122-308 122-274
S2 122-261 122-261 122-302
S3 122-188 122-215 122-295
S4 122-115 122-142 122-275
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% 0-087 0.2% 29% False False 401,387
10 123-157 122-250 0-227 0.6% 0-092 0.2% 29% False False 501,109
20 123-190 122-250 0-260 0.7% 0-086 0.2% 25% False False 310,030
40 124-000 122-240 1-080 1.0% 0-067 0.2% 19% False False 155,431
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-050
2.618 123-251
1.618 123-178
1.000 123-133
0.618 123-105
HIGH 123-060
0.618 123-032
0.500 123-024
0.382 123-015
LOW 122-307
0.618 122-262
1.000 122-234
1.618 122-189
2.618 122-116
4.250 121-317
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 123-024 123-016
PP 123-014 123-009
S1 123-004 123-002

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

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