ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 16-Dec-2011
Day Change Summary
Previous Current
15-Dec-2011 16-Dec-2011 Change Change % Previous Week
Open 123-035 123-040 0-005 0.0% 123-000
High 123-067 123-125 0-058 0.1% 123-125
Low 123-000 123-017 0-017 0.0% 122-297
Close 123-037 123-100 0-063 0.2% 123-100
Range 0-067 0-108 0-041 61.2% 0-148
ATR 0-095 0-096 0-001 1.0% 0-000
Volume 339,796 344,661 4,865 1.4% 1,718,785
Daily Pivots for day following 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 124-085 124-040 123-159
R3 123-297 123-252 123-130
R2 123-189 123-189 123-120
R1 123-144 123-144 123-110 123-166
PP 123-081 123-081 123-081 123-092
S1 123-036 123-036 123-090 123-058
S2 122-293 122-293 123-080
S3 122-185 122-248 123-070
S4 122-077 122-140 123-041
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 124-191 124-134 123-181
R3 124-043 123-306 123-141
R2 123-215 123-215 123-127
R1 123-158 123-158 123-114 123-186
PP 123-067 123-067 123-067 123-082
S1 123-010 123-010 123-086 123-038
S2 122-239 122-239 123-073
S3 122-091 122-182 123-059
S4 121-263 122-034 123-019
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-125 122-297 0-148 0.4% 0-081 0.2% 83% True False 343,757
10 123-125 122-162 0-283 0.7% 0-096 0.2% 91% True False 374,270
20 123-125 122-090 1-035 0.9% 0-101 0.3% 93% True False 381,360
40 123-125 121-030 2-095 1.9% 0-075 0.2% 97% True False 192,116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 124-264
2.618 124-088
1.618 123-300
1.000 123-233
0.618 123-192
HIGH 123-125
0.618 123-084
0.500 123-071
0.382 123-058
LOW 123-017
0.618 122-270
1.000 122-229
1.618 122-162
2.618 122-054
4.250 121-198
Fisher Pivots for day following 16-Dec-2011
Pivot 1 day 3 day
R1 123-090 123-088
PP 123-081 123-075
S1 123-071 123-062

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

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