ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 27-Dec-2011
Day Change Summary
Previous Current
23-Dec-2011 27-Dec-2011 Change Change % Previous Week
Open 122-297 122-190 -0-107 -0.3% 123-112
High 122-310 122-235 -0-075 -0.2% 123-127
Low 122-167 122-167 0-000 0.0% 122-167
Close 122-182 122-210 0-028 0.1% 122-182
Range 0-143 0-068 -0-075 -52.4% 0-280
ATR 0-097 0-095 -0-002 -2.1% 0-000
Volume 203,987 99,788 -104,199 -51.1% 1,453,425
Daily Pivots for day following 27-Dec-2011
Classic Woodie Camarilla DeMark
R4 123-088 123-057 122-247
R3 123-020 122-309 122-229
R2 122-272 122-272 122-222
R1 122-241 122-241 122-216 122-256
PP 122-204 122-204 122-204 122-212
S1 122-173 122-173 122-204 122-188
S2 122-136 122-136 122-198
S3 122-068 122-105 122-191
S4 122-000 122-037 122-173
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
5 123-105 122-167 0-258 0.7% 0-099 0.3% 17% False True 256,888
10 123-127 122-167 0-280 0.7% 0-087 0.2% 15% False True 301,856
20 123-127 122-090 1-037 0.9% 0-103 0.3% 34% False False 422,881
40 123-127 121-290 1-157 1.2% 0-083 0.2% 50% False False 230,708
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 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-204
2.618 123-093
1.618 123-025
1.000 122-303
0.618 122-277
HIGH 122-235
0.618 122-209
0.500 122-201
0.382 122-193
LOW 122-167
0.618 122-125
1.000 122-099
1.618 122-057
2.618 121-309
4.250 121-198
Fisher Pivots for day following 27-Dec-2011
Pivot 1 day 3 day
R1 122-207 122-256
PP 122-204 122-241
S1 122-201 122-225

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

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