ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 123-160 123-085 -0-075 -0.2% 123-185
High 123-177 123-117 -0-060 -0.2% 123-215
Low 123-062 123-032 -0-030 -0.1% 123-032
Close 123-095 123-040 -0-055 -0.1% 123-040
Range 0-115 0-085 -0-030 -26.1% 0-183
ATR 0-089 0-089 0-000 -0.3% 0-000
Volume 480,782 425,781 -55,001 -11.4% 1,676,699
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 123-318 123-264 123-087
R3 123-233 123-179 123-063
R2 123-148 123-148 123-056
R1 123-094 123-094 123-048 123-078
PP 123-063 123-063 123-063 123-055
S1 123-009 123-009 123-032 122-314
S2 122-298 122-298 123-024
S3 122-213 122-244 123-017
S4 122-128 122-159 122-313
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 125-005 124-205 123-141
R3 124-142 124-022 123-090
R2 123-279 123-279 123-074
R1 123-159 123-159 123-057 123-128
PP 123-096 123-096 123-096 123-080
S1 122-296 122-296 123-023 122-264
S2 122-233 122-233 123-006
S3 122-050 122-113 122-310
S4 121-187 121-250 122-259
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-215 123-032 0-183 0.5% 0-091 0.2% 4% False True 424,569
10 123-215 122-262 0-273 0.7% 0-086 0.2% 36% False False 395,096
20 123-215 122-167 1-048 0.9% 0-088 0.2% 52% False False 328,864
40 123-215 122-090 1-125 1.1% 0-095 0.2% 61% False False 370,909
60 123-215 121-030 2-185 2.1% 0-082 0.2% 79% False False 248,442
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 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-158
2.618 124-020
1.618 123-255
1.000 123-202
0.618 123-170
HIGH 123-117
0.618 123-085
0.500 123-074
0.382 123-064
LOW 123-032
0.618 122-299
1.000 122-267
1.618 122-214
2.618 122-129
4.250 121-311
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 123-074 123-121
PP 123-063 123-094
S1 123-052 123-067

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

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