ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 123-047 123-035 -0-012 0.0% 122-252
High 123-057 123-067 0-010 0.0% 123-087
Low 123-010 123-000 -0-010 0.0% 122-162
Close 123-040 123-037 -0-003 0.0% 123-010
Range 0-047 0-067 0-020 42.6% 0-245
ATR 0-097 0-095 -0-002 -2.2% 0-000
Volume 408,868 339,796 -69,072 -16.9% 2,023,918
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 123-236 123-203 123-074
R3 123-169 123-136 123-055
R2 123-102 123-102 123-049
R1 123-069 123-069 123-043 123-086
PP 123-035 123-035 123-035 123-043
S1 123-002 123-002 123-031 123-018
S2 122-288 122-288 123-025
S3 122-221 122-255 123-019
S4 122-154 122-188 123-000
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
5 123-087 122-297 0-110 0.3% 0-078 0.2% 55% False False 343,536
10 123-087 122-090 0-317 0.8% 0-103 0.3% 84% False False 402,523
20 123-087 122-090 0-317 0.8% 0-101 0.3% 84% False False 364,519
40 123-087 121-030 2-057 1.8% 0-072 0.2% 93% False False 183,502
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-032
2.618 123-242
1.618 123-175
1.000 123-134
0.618 123-108
HIGH 123-067
0.618 123-041
0.500 123-034
0.382 123-026
LOW 123-000
0.618 122-279
1.000 122-253
1.618 122-212
2.618 122-145
4.250 122-035
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 123-036 123-035
PP 123-035 123-033
S1 123-034 123-031

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

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