ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 03-Jan-2012
Day Change Summary
Previous Current
30-Dec-2011 03-Jan-2012 Change Change % Previous Week
Open 123-010 123-047 0-037 0.1% 122-190
High 123-100 123-057 -0-043 -0.1% 123-100
Low 122-297 123-010 0-033 0.1% 122-167
Close 123-082 123-017 -0-065 -0.2% 123-082
Range 0-123 0-047 -0-076 -61.8% 0-253
ATR 0-097 0-096 -0-002 -1.9% 0-000
Volume 177,001 309,233 132,232 74.7% 666,597
Daily Pivots for day following 03-Jan-2012
Classic Woodie Camarilla DeMark
R4 123-169 123-140 123-043
R3 123-122 123-093 123-030
R2 123-075 123-075 123-026
R1 123-046 123-046 123-021 123-037
PP 123-028 123-028 123-028 123-024
S1 122-319 122-319 123-013 122-310
S2 122-301 122-301 123-008
S3 122-254 122-272 123-004
S4 122-207 122-225 122-311
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% 0-087 0.2% 67% False False 195,166
10 123-127 122-167 0-280 0.7% 0-092 0.2% 61% False False 242,925
20 123-127 122-162 0-285 0.7% 0-094 0.2% 61% False False 308,597
40 123-127 122-090 1-037 0.9% 0-086 0.2% 69% False False 252,304
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 123-257
2.618 123-180
1.618 123-133
1.000 123-104
0.618 123-086
HIGH 123-057
0.618 123-039
0.500 123-034
0.382 123-028
LOW 123-010
0.618 122-301
1.000 122-283
1.618 122-254
2.618 122-207
4.250 122-130
Fisher Pivots for day following 03-Jan-2012
Pivot 1 day 3 day
R1 123-034 123-022
PP 123-028 123-021
S1 123-022 123-019

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

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