ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 19-Dec-2011
Day Change Summary
Previous Current
16-Dec-2011 19-Dec-2011 Change Change % Previous Week
Open 123-040 123-112 0-072 0.2% 123-000
High 123-125 123-127 0-002 0.0% 123-125
Low 123-017 123-067 0-050 0.1% 122-297
Close 123-100 123-112 0-012 0.0% 123-100
Range 0-108 0-060 -0-048 -44.4% 0-148
ATR 0-096 0-093 -0-003 -2.7% 0-000
Volume 344,661 268,772 -75,889 -22.0% 1,718,785
Daily Pivots for day following 19-Dec-2011
Classic Woodie Camarilla DeMark
R4 123-282 123-257 123-145
R3 123-222 123-197 123-128
R2 123-162 123-162 123-123
R1 123-137 123-137 123-118 123-142
PP 123-102 123-102 123-102 123-104
S1 123-077 123-077 123-106 123-082
S2 123-042 123-042 123-101
S3 122-302 123-017 123-096
S4 122-242 122-277 123-079
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
5 123-127 122-307 0-140 0.4% 0-074 0.2% 89% True False 346,825
10 123-127 122-185 0-262 0.7% 0-093 0.2% 94% True False 362,244
20 123-127 122-090 1-037 0.9% 0-099 0.3% 96% True False 394,338
40 123-127 121-030 2-097 1.9% 0-076 0.2% 98% True False 198,834
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 0-029
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-062
2.618 123-284
1.618 123-224
1.000 123-187
0.618 123-164
HIGH 123-127
0.618 123-104
0.500 123-097
0.382 123-090
LOW 123-067
0.618 123-030
1.000 123-007
1.618 122-290
2.618 122-230
4.250 122-132
Fisher Pivots for day following 19-Dec-2011
Pivot 1 day 3 day
R1 123-107 123-096
PP 123-102 123-080
S1 123-097 123-064

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

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