ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 30-Dec-2011
Day Change Summary
Previous Current
29-Dec-2011 30-Dec-2011 Change Change % Previous Week
Open 122-287 123-010 0-043 0.1% 122-190
High 123-032 123-100 0-068 0.2% 123-100
Low 122-265 122-297 0-032 0.1% 122-167
Close 123-027 123-082 0-055 0.1% 123-082
Range 0-087 0-123 0-036 41.4% 0-253
ATR 0-095 0-097 0-002 2.1% 0-000
Volume 200,787 177,001 -23,786 -11.8% 666,597
Daily Pivots for day following 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 124-102 124-055 123-150
R3 123-299 123-252 123-116
R2 123-176 123-176 123-105
R1 123-129 123-129 123-093 123-152
PP 123-053 123-053 123-053 123-065
S1 123-006 123-006 123-071 123-030
S2 122-250 122-250 123-059
S3 122-127 122-203 123-048
S4 122-004 122-080 123-014
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 125-129 125-038 123-221
R3 124-196 124-105 123-152
R2 123-263 123-263 123-128
R1 123-172 123-172 123-105 123-218
PP 123-010 123-010 123-010 123-032
S1 122-239 122-239 123-059 122-284
S2 122-077 122-077 123-036
S3 121-144 121-306 123-012
S4 120-211 121-053 122-263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-100 122-167 0-253 0.6% 0-106 0.3% 93% True False 174,116
10 123-127 122-167 0-280 0.7% 0-098 0.2% 84% False False 246,468
20 123-127 122-090 1-037 0.9% 0-101 0.3% 87% False False 324,495
40 123-127 122-090 1-037 0.9% 0-088 0.2% 87% False False 244,698
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-303
2.618 124-102
1.618 123-299
1.000 123-223
0.618 123-176
HIGH 123-100
0.618 123-053
0.500 123-038
0.382 123-024
LOW 122-297
0.618 122-221
1.000 122-174
1.618 122-098
2.618 121-295
4.250 121-094
Fisher Pivots for day following 30-Dec-2011
Pivot 1 day 3 day
R1 123-068 123-052
PP 123-053 123-021
S1 123-038 122-311

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

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