ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 09-Dec-2011
Day Change Summary
Previous Current
08-Dec-2011 09-Dec-2011 Change Change % Previous Week
Open 122-310 123-065 0-075 0.2% 122-252
High 123-077 123-087 0-010 0.0% 123-087
Low 122-247 122-310 0-063 0.2% 122-162
Close 123-067 123-010 -0-057 -0.1% 123-010
Range 0-150 0-097 -0-053 -35.3% 0-245
ATR 0-103 0-102 0-000 -0.4% 0-000
Volume 477,289 343,560 -133,729 -28.0% 2,023,918
Daily Pivots for day following 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 124-000 123-262 123-063
R3 123-223 123-165 123-037
R2 123-126 123-126 123-028
R1 123-068 123-068 123-019 123-048
PP 123-029 123-029 123-029 123-019
S1 122-291 122-291 123-001 122-272
S2 122-252 122-252 122-312
S3 122-155 122-194 122-303
S4 122-058 122-097 122-277
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 125-075 124-287 123-145
R3 124-150 124-042 123-077
R2 123-225 123-225 123-055
R1 123-117 123-117 123-032 123-171
PP 122-300 122-300 122-300 123-006
S1 122-192 122-192 122-308 122-246
S2 122-055 122-055 122-285
S3 121-130 121-267 122-263
S4 120-205 121-022 122-195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-087 122-162 0-245 0.6% 0-111 0.3% 69% True False 404,783
10 123-087 122-090 0-317 0.8% 0-123 0.3% 76% True False 544,826
20 123-087 122-090 0-317 0.8% 0-094 0.2% 76% True False 296,547
40 123-087 121-030 2-057 1.8% 0-065 0.2% 89% True False 149,149
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 0-036
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-179
2.618 124-021
1.618 123-244
1.000 123-184
0.618 123-147
HIGH 123-087
0.618 123-050
0.500 123-038
0.382 123-027
LOW 122-310
0.618 122-250
1.000 122-213
1.618 122-153
2.618 122-056
4.250 121-218
Fisher Pivots for day following 09-Dec-2011
Pivot 1 day 3 day
R1 123-038 123-000
PP 123-029 122-310
S1 123-020 122-300

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

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