ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 122-215 122-222 0-007 0.0% 122-220
High 122-252 123-022 0-090 0.2% 122-270
Low 122-185 122-192 0-007 0.0% 122-090
Close 122-222 123-007 0-105 0.3% 122-250
Range 0-067 0-150 0-083 123.9% 0-180
ATR 0-095 0-099 0-004 4.1% 0-000
Volume 372,022 442,012 69,990 18.8% 3,424,349
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 124-097 124-042 123-090
R3 123-267 123-212 123-048
R2 123-117 123-117 123-034
R1 123-062 123-062 123-021 123-090
PP 122-287 122-287 122-287 122-301
S1 122-232 122-232 122-313 122-260
S2 122-137 122-137 122-300
S3 121-307 122-082 122-286
S4 121-157 121-252 122-244
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 124-103 124-037 123-029
R3 123-243 123-177 122-300
R2 123-063 123-063 122-283
R1 122-317 122-317 122-266 123-030
PP 122-203 122-203 122-203 122-220
S1 122-137 122-137 122-234 122-170
S2 122-023 122-023 122-217
S3 121-163 121-277 122-200
S4 120-303 121-097 122-151
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-022 122-090 0-252 0.6% 0-115 0.3% 94% True False 530,950
10 123-022 122-090 0-252 0.6% 0-116 0.3% 94% True False 503,466
20 123-022 122-090 0-252 0.6% 0-086 0.2% 94% True False 255,895
40 123-022 121-030 1-312 1.6% 0-058 0.1% 98% True False 128,628
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-020
2.618 124-095
1.618 123-265
1.000 123-172
0.618 123-115
HIGH 123-022
0.618 122-285
0.500 122-267
0.382 122-249
LOW 122-192
0.618 122-099
1.000 122-042
1.618 121-269
2.618 121-119
4.250 120-194
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 122-307 122-302
PP 122-287 122-277
S1 122-267 122-252

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

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