ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 05-Jan-2012
Day Change Summary
Previous Current
04-Jan-2012 05-Jan-2012 Change Change % Previous Week
Open 123-027 123-035 0-008 0.0% 122-190
High 123-050 123-080 0-030 0.1% 123-100
Low 123-000 122-307 -0-013 0.0% 122-167
Close 123-020 123-035 0-015 0.0% 123-082
Range 0-050 0-093 0-043 86.0% 0-253
ATR 0-092 0-092 0-000 0.0% 0-000
Volume 357,353 484,548 127,195 35.6% 666,597
Daily Pivots for day following 05-Jan-2012
Classic Woodie Camarilla DeMark
R4 123-313 123-267 123-086
R3 123-220 123-174 123-061
R2 123-127 123-127 123-052
R1 123-081 123-081 123-044 123-082
PP 123-034 123-034 123-034 123-034
S1 122-308 122-308 123-026 122-308
S2 122-261 122-261 123-018
S3 122-168 122-215 123-009
S4 122-075 122-122 122-304
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
5 123-100 122-265 0-155 0.4% 0-080 0.2% 58% False False 305,784
10 123-100 122-167 0-253 0.6% 0-089 0.2% 74% False False 262,631
20 123-127 122-167 0-280 0.7% 0-093 0.2% 67% False False 312,640
40 123-127 122-090 1-037 0.9% 0-087 0.2% 74% False False 273,253
60 123-127 121-030 2-097 1.9% 0-068 0.2% 88% False False 182,598
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-155
2.618 124-003
1.618 123-230
1.000 123-173
0.618 123-137
HIGH 123-080
0.618 123-044
0.500 123-034
0.382 123-023
LOW 122-307
0.618 122-250
1.000 122-214
1.618 122-157
2.618 122-064
4.250 121-232
Fisher Pivots for day following 05-Jan-2012
Pivot 1 day 3 day
R1 123-034 123-034
PP 123-034 123-034
S1 123-034 123-034

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

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