ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 23-Jan-2012
Day Change Summary
Previous Current
20-Jan-2012 23-Jan-2012 Change Change % Previous Week
Open 123-085 123-050 -0-035 -0.1% 123-185
High 123-117 123-085 -0-032 -0.1% 123-215
Low 123-032 122-315 -0-037 -0.1% 123-032
Close 123-040 123-017 -0-023 -0.1% 123-040
Range 0-085 0-090 0-005 5.9% 0-183
ATR 0-089 0-089 0-000 0.1% 0-000
Volume 425,781 400,862 -24,919 -5.9% 1,676,699
Daily Pivots for day following 23-Jan-2012
Classic Woodie Camarilla DeMark
R4 123-302 123-250 123-066
R3 123-212 123-160 123-042
R2 123-122 123-122 123-034
R1 123-070 123-070 123-025 123-051
PP 123-032 123-032 123-032 123-023
S1 122-300 122-300 123-009 122-281
S2 122-262 122-262 123-000
S3 122-172 122-210 122-312
S4 122-082 122-120 122-288
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
5 123-215 122-315 0-220 0.6% 0-086 0.2% 10% False True 415,512
10 123-215 122-315 0-220 0.6% 0-081 0.2% 10% False True 393,314
20 123-215 122-167 1-048 0.9% 0-087 0.2% 46% False False 330,291
40 123-215 122-090 1-125 1.1% 0-096 0.2% 56% False False 379,932
60 123-215 121-030 2-185 2.1% 0-083 0.2% 76% False False 255,107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-148
2.618 124-001
1.618 123-231
1.000 123-175
0.618 123-141
HIGH 123-085
0.618 123-051
0.500 123-040
0.382 123-029
LOW 122-315
0.618 122-259
1.000 122-225
1.618 122-169
2.618 122-079
4.250 121-252
Fisher Pivots for day following 23-Jan-2012
Pivot 1 day 3 day
R1 123-040 123-086
PP 123-032 123-063
S1 123-025 123-040

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

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