ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 122-222 122-310 0-088 0.2% 122-220
High 123-022 123-077 0-055 0.1% 122-270
Low 122-192 122-247 0-055 0.1% 122-090
Close 123-007 123-067 0-060 0.2% 122-250
Range 0-150 0-150 0-000 0.0% 0-180
ATR 0-099 0-103 0-004 3.7% 0-000
Volume 442,012 477,289 35,277 8.0% 3,424,349
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 124-154 124-100 123-150
R3 124-004 123-270 123-108
R2 123-174 123-174 123-094
R1 123-120 123-120 123-081 123-147
PP 123-024 123-024 123-024 123-037
S1 122-290 122-290 123-053 122-317
S2 122-194 122-194 123-040
S3 122-044 122-140 123-026
S4 121-214 121-310 122-304
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
5 123-077 122-090 0-307 0.8% 0-127 0.3% 97% True False 461,510
10 123-077 122-090 0-307 0.8% 0-122 0.3% 97% True False 538,587
20 123-077 122-090 0-307 0.8% 0-091 0.2% 97% True False 279,515
40 123-077 121-030 2-047 1.7% 0-062 0.2% 99% True False 140,560
Crabel Price Patterns
NR False
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 0-034
Fibonacci Retracements and Extensions
4.250 125-074
2.618 124-150
1.618 124-000
1.000 123-227
0.618 123-170
HIGH 123-077
0.618 123-020
0.500 123-002
0.382 122-304
LOW 122-247
0.618 122-154
1.000 122-097
1.618 122-004
2.618 121-174
4.250 120-250
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 123-045 123-035
PP 123-024 123-003
S1 123-002 122-291

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

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