ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 13-Mar-2012

Day Change Summary
	Previous	Current
	12-Mar-2012	13-Mar-2012	Change	Change %	Previous Week
Open	123-002	122-312	-0-010	0.0%	123-125
High	123-060	123-002	-0-058	-0.1%	123-157
Low	122-307	122-185	-0-122	-0.3%	122-250
Close	122-315	122-212	-0-103	-0.3%	123-007
Range	0-073	0-137	0-064	87.7%	0-227
ATR	0-084	0-088	0-004	4.5%	0-000
Volume	290,334	529,603	239,269	82.4%	2,117,654

Daily Pivots for day following 13-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-011	123-248	122-287
R3	123-194	123-111	122-250
R2	123-057	123-057	122-237
R1	122-294	122-294	122-225	122-267
PP	122-240	122-240	122-240	122-226
S1	122-157	122-157	122-199	122-130
S2	122-103	122-103	122-187
S3	121-286	122-020	122-174
S4	121-149	121-203	122-137

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	123-150	122-185	0-285	0.7%	0-094	0.2%	9%	False	True	415,414
10	123-157	122-185	0-292	0.7%	0-100	0.3%	9%	False	True	478,240
20	123-190	122-185	1-005	0.8%	0-090	0.2%	8%	False	True	336,460
40	124-000	122-185	1-135	1.2%	0-070	0.2%	6%	False	True	168,671

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 17 trading days

Fibonacci Retracements and Extensions
4.250	124-264
2.618	124-041
1.618	123-224
1.000	123-139
0.618	123-087
HIGH	123-002
0.618	122-270
0.500	122-254
0.382	122-237
LOW	122-185
0.618	122-100
1.000	122-048
1.618	121-283
2.618	121-146
4.250	120-243

Fisher Pivots for day following 13-Mar-2012
Pivot	1 day	3 day
R1	122-254	122-282
PP	122-240	122-259
S1	122-226	122-236

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