ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 18-Jan-2012
Day Change Summary
Previous Current
17-Jan-2012 18-Jan-2012 Change Change % Previous Week
Open 123-185 123-192 0-007 0.0% 123-065
High 123-215 123-210 -0-005 0.0% 123-215
Low 123-137 123-147 0-010 0.0% 123-042
Close 123-200 123-162 -0-038 -0.1% 123-192
Range 0-078 0-063 -0-015 -19.2% 0-173
ATR 0-089 0-087 -0-002 -2.1% 0-000
Volume 375,977 394,159 18,182 4.8% 1,855,581
Daily Pivots for day following 18-Jan-2012
Classic Woodie Camarilla DeMark
R4 124-042 124-005 123-197
R3 123-299 123-262 123-179
R2 123-236 123-236 123-174
R1 123-199 123-199 123-168 123-186
PP 123-173 123-173 123-173 123-166
S1 123-136 123-136 123-156 123-123
S2 123-110 123-110 123-150
S3 123-047 123-073 123-145
S4 122-304 123-010 123-127
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 125-029 124-283 123-287
R3 124-176 124-110 123-240
R2 124-003 124-003 123-224
R1 123-257 123-257 123-208 123-290
PP 123-150 123-150 123-150 123-166
S1 123-084 123-084 123-176 123-117
S2 122-297 122-297 123-160
S3 122-124 122-231 123-144
S4 121-271 122-058 123-097
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-215 123-077 0-138 0.3% 0-075 0.2% 62% False False 405,798
10 123-215 122-262 0-273 0.7% 0-080 0.2% 81% False False 388,630
20 123-215 122-167 1-048 0.9% 0-086 0.2% 86% False False 315,778
40 123-215 122-090 1-125 1.1% 0-094 0.2% 88% False False 348,569
60 123-215 121-030 2-185 2.1% 0-079 0.2% 94% False False 233,337
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-158
2.618 124-055
1.618 123-312
1.000 123-273
0.618 123-249
HIGH 123-210
0.618 123-186
0.500 123-178
0.382 123-171
LOW 123-147
0.618 123-108
1.000 123-084
1.618 123-045
2.618 122-302
4.250 122-199
Fisher Pivots for day following 18-Jan-2012
Pivot 1 day 3 day
R1 123-178 123-160
PP 123-173 123-159
S1 123-168 123-158

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

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