ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 23-Dec-2011
Day Change Summary
Previous Current
22-Dec-2011 23-Dec-2011 Change Change % Previous Week
Open 122-302 122-297 -0-005 0.0% 123-112
High 123-025 122-310 -0-035 -0.1% 123-127
Low 122-280 122-167 -0-113 -0.3% 122-167
Close 122-297 122-182 -0-115 -0.3% 122-182
Range 0-065 0-143 0-078 120.0% 0-280
ATR 0-094 0-097 0-004 3.8% 0-000
Volume 232,279 203,987 -28,292 -12.2% 1,453,425
Daily Pivots for day following 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 124-009 123-238 122-261
R3 123-186 123-095 122-221
R2 123-043 123-043 122-208
R1 122-272 122-272 122-195 122-246
PP 122-220 122-220 122-220 122-206
S1 122-129 122-129 122-169 122-103
S2 122-077 122-077 122-156
S3 121-254 121-306 122-143
S4 121-111 121-163 122-103
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 125-145 124-284 123-016
R3 124-185 124-004 122-259
R2 123-225 123-225 122-233
R1 123-044 123-044 122-208 122-314
PP 122-265 122-265 122-265 122-241
S1 122-084 122-084 122-156 122-034
S2 121-305 121-305 122-131
S3 121-025 121-124 122-105
S4 120-065 120-164 122-028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-127 122-167 0-280 0.7% 0-098 0.2% 5% False True 290,685
10 123-127 122-167 0-280 0.7% 0-089 0.2% 5% False True 317,221
20 123-127 122-090 1-037 0.9% 0-106 0.3% 26% False False 431,023
40 123-127 121-080 2-047 1.8% 0-083 0.2% 61% False False 228,309
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 124-278
2.618 124-044
1.618 123-221
1.000 123-133
0.618 123-078
HIGH 122-310
0.618 122-255
0.500 122-238
0.382 122-222
LOW 122-167
0.618 122-079
1.000 122-024
1.618 121-256
2.618 121-113
4.250 120-199
Fisher Pivots for day following 23-Dec-2011
Pivot 1 day 3 day
R1 122-238 122-278
PP 122-220 122-246
S1 122-201 122-214

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

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