ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 09-Jan-2012
Day Change Summary
Previous Current
06-Jan-2012 09-Jan-2012 Change Change % Previous Week
Open 123-030 123-065 0-035 0.1% 123-047
High 123-085 123-125 0-040 0.1% 123-085
Low 122-262 123-042 0-100 0.3% 122-262
Close 123-067 123-097 0-030 0.1% 123-067
Range 0-143 0-083 -0-060 -42.0% 0-143
ATR 0-096 0-095 -0-001 -1.0% 0-000
Volume 418,687 263,274 -155,413 -37.1% 1,569,821
Daily Pivots for day following 09-Jan-2012
Classic Woodie Camarilla DeMark
R4 124-017 123-300 123-143
R3 123-254 123-217 123-120
R2 123-171 123-171 123-112
R1 123-134 123-134 123-105 123-152
PP 123-088 123-088 123-088 123-097
S1 123-051 123-051 123-089 123-070
S2 123-005 123-005 123-082
S3 122-242 122-288 123-074
S4 122-159 122-205 123-051
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 124-140 124-087 123-146
R3 123-317 123-264 123-106
R2 123-174 123-174 123-093
R1 123-121 123-121 123-080 123-148
PP 123-031 123-031 123-031 123-045
S1 122-298 122-298 123-054 123-004
S2 122-208 122-208 123-041
S3 122-065 122-155 123-028
S4 121-242 122-012 122-308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-125 122-262 0-183 0.5% 0-083 0.2% 85% True False 366,619
10 123-125 122-167 0-278 0.7% 0-095 0.2% 90% True False 270,367
20 123-127 122-167 0-280 0.7% 0-090 0.2% 89% False False 300,773
40 123-127 122-090 1-037 0.9% 0-090 0.2% 92% False False 290,144
60 123-127 121-030 2-097 1.9% 0-071 0.2% 96% False False 193,964
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 0-026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-158
2.618 124-022
1.618 123-259
1.000 123-208
0.618 123-176
HIGH 123-125
0.618 123-093
0.500 123-084
0.382 123-074
LOW 123-042
0.618 122-311
1.000 122-279
1.618 122-228
2.618 122-145
4.250 122-009
Fisher Pivots for day following 09-Jan-2012
Pivot 1 day 3 day
R1 123-092 123-076
PP 123-088 123-055
S1 123-084 123-034

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

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