ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary
Previous Current
27-Dec-2011 28-Dec-2011 Change Change % Previous Week
Open 122-190 122-212 0-022 0.1% 123-112
High 122-235 122-312 0-077 0.2% 123-127
Low 122-167 122-202 0-035 0.1% 122-167
Close 122-210 122-307 0-097 0.2% 122-182
Range 0-068 0-110 0-042 61.8% 0-280
ATR 0-095 0-096 0-001 1.1% 0-000
Volume 99,788 189,021 89,233 89.4% 1,453,425
Daily Pivots for day following 28-Dec-2011
Classic Woodie Camarilla DeMark
R4 123-284 123-245 123-048
R3 123-174 123-135 123-017
R2 123-064 123-064 123-007
R1 123-025 123-025 122-317 123-044
PP 122-274 122-274 122-274 122-283
S1 122-235 122-235 122-297 122-254
S2 122-164 122-164 122-287
S3 122-054 122-125 122-277
S4 121-264 122-015 122-246
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
5 123-070 122-167 0-223 0.6% 0-098 0.2% 63% False False 219,479
10 123-127 122-167 0-280 0.7% 0-089 0.2% 50% False False 283,555
20 123-127 122-090 1-037 0.9% 0-103 0.3% 61% False False 382,625
40 123-127 122-090 1-037 0.9% 0-085 0.2% 61% False False 235,405
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-140
2.618 123-280
1.618 123-170
1.000 123-102
0.618 123-060
HIGH 122-312
0.618 122-270
0.500 122-257
0.382 122-244
LOW 122-202
0.618 122-134
1.000 122-092
1.618 122-024
2.618 121-234
4.250 121-054
Fisher Pivots for day following 28-Dec-2011
Pivot 1 day 3 day
R1 122-290 122-284
PP 122-274 122-262
S1 122-257 122-240

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

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