ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 13-Apr-2012
Day Change Summary
Previous Current
12-Apr-2012 13-Apr-2012 Change Change % Previous Week
Open 123-100 123-095 -0-005 0.0% 123-080
High 123-135 123-172 0-037 0.1% 123-172
Low 123-075 123-092 0-017 0.0% 123-032
Close 123-097 123-152 0-055 0.1% 123-152
Range 0-060 0-080 0-020 33.3% 0-140
ATR 0-119 0-116 -0-003 -2.3% 0-000
Volume 407,725 354,017 -53,708 -13.2% 2,104,147
Daily Pivots for day following 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 124-059 124-025 123-196
R3 123-299 123-265 123-174
R2 123-219 123-219 123-167
R1 123-185 123-185 123-159 123-202
PP 123-139 123-139 123-139 123-147
S1 123-105 123-105 123-145 123-122
S2 123-059 123-059 123-137
S3 122-299 123-025 123-130
S4 122-219 122-265 123-108
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 124-219 124-165 123-229
R3 124-079 124-025 123-190
R2 123-259 123-259 123-178
R1 123-205 123-205 123-165 123-232
PP 123-119 123-119 123-119 123-132
S1 123-065 123-065 123-139 123-092
S2 122-299 122-299 123-126
S3 122-159 122-245 123-114
S4 122-019 122-105 123-075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-172 123-032 0-140 0.4% 0-079 0.2% 86% True False 420,829
10 123-172 122-047 1-125 1.1% 0-113 0.3% 96% True False 458,831
20 123-172 121-135 2-037 1.7% 0-118 0.3% 97% True False 478,312
40 123-190 121-135 2-055 1.8% 0-112 0.3% 95% False False 449,044
60 124-000 121-135 2-185 2.1% 0-092 0.2% 80% False False 299,688
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-192
2.618 124-061
1.618 123-301
1.000 123-252
0.618 123-221
HIGH 123-172
0.618 123-141
0.500 123-132
0.382 123-123
LOW 123-092
0.618 123-043
1.000 123-012
1.618 122-283
2.618 122-203
4.250 122-072
Fisher Pivots for day following 13-Apr-2012
Pivot 1 day 3 day
R1 123-145 123-142
PP 123-139 123-131
S1 123-132 123-121

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

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