ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 123-205 123-262 0-057 0.1% 123-050
High 123-300 123-305 0-005 0.0% 123-305
Low 123-200 123-242 0-042 0.1% 122-315
Close 123-270 123-285 0-015 0.0% 123-285
Range 0-100 0-063 -0-037 -37.0% 0-310
ATR 0-097 0-094 -0-002 -2.5% 0-000
Volume 608,973 442,745 -166,228 -27.3% 2,658,203
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 124-146 124-119 124-000
R3 124-083 124-056 123-302
R2 124-020 124-020 123-297
R1 123-313 123-313 123-291 124-006
PP 123-277 123-277 123-277 123-284
S1 123-250 123-250 123-279 123-264
S2 123-214 123-214 123-273
S3 123-151 123-187 123-268
S4 123-088 123-124 123-250
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 126-165 126-055 124-136
R3 125-175 125-065 124-050
R2 124-185 124-185 124-022
R1 124-075 124-075 123-313 124-130
PP 123-195 123-195 123-195 123-222
S1 123-085 123-085 123-257 123-140
S2 122-205 122-205 123-228
S3 121-215 122-095 123-200
S4 120-225 121-105 123-114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-305 122-315 0-310 0.8% 0-106 0.3% 94% True False 531,640
10 123-305 122-315 0-310 0.8% 0-098 0.2% 94% True False 478,105
20 123-305 122-262 1-043 0.9% 0-090 0.2% 94% True False 406,904
40 123-305 122-090 1-215 1.3% 0-096 0.2% 96% True False 394,765
60 123-305 122-090 1-215 1.3% 0-086 0.2% 96% True False 292,571
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 0-020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-253
2.618 124-150
1.618 124-087
1.000 124-048
0.618 124-024
HIGH 123-305
0.618 123-281
0.500 123-274
0.382 123-266
LOW 123-242
0.618 123-203
1.000 123-179
1.618 123-140
2.618 123-077
4.250 122-294
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 123-281 123-244
PP 123-277 123-203
S1 123-274 123-162

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

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