ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 15-Feb-2012
Day Change Summary
Previous Current
14-Feb-2012 15-Feb-2012 Change Change % Previous Week
Open 123-147 123-162 0-015 0.0% 123-255
High 123-182 123-227 0-045 0.1% 123-290
Low 123-130 123-137 0-007 0.0% 123-100
Close 123-177 123-205 0-028 0.1% 123-200
Range 0-052 0-090 0-038 73.1% 0-190
ATR 0-082 0-083 0-001 0.7% 0-000
Volume 410,577 485,714 75,137 18.3% 2,068,804
Daily Pivots for day following 15-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-140 124-102 123-254
R3 124-050 124-012 123-230
R2 123-280 123-280 123-222
R1 123-242 123-242 123-213 123-261
PP 123-190 123-190 123-190 123-199
S1 123-152 123-152 123-197 123-171
S2 123-100 123-100 123-188
S3 123-010 123-062 123-180
S4 122-240 122-292 123-156
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 125-127 125-033 123-304
R3 124-257 124-163 123-252
R2 124-067 124-067 123-235
R1 123-293 123-293 123-217 123-245
PP 123-197 123-197 123-197 123-172
S1 123-103 123-103 123-183 123-055
S2 123-007 123-007 123-165
S3 122-137 122-233 123-148
S4 121-267 122-043 123-096
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-227 123-100 0-127 0.3% 0-079 0.2% 83% True False 429,650
10 124-037 123-100 0-257 0.6% 0-078 0.2% 41% False False 423,002
20 124-037 122-315 1-042 0.9% 0-084 0.2% 58% False False 456,300
40 124-037 122-167 1-190 1.3% 0-085 0.2% 70% False False 386,039
60 124-037 122-090 1-267 1.5% 0-091 0.2% 74% False False 384,479
80 124-037 121-030 3-007 2.4% 0-080 0.2% 84% False False 289,077
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-290
2.618 124-143
1.618 124-053
1.000 123-317
0.618 123-283
HIGH 123-227
0.618 123-193
0.500 123-182
0.382 123-171
LOW 123-137
0.618 123-081
1.000 123-047
1.618 122-311
2.618 122-221
4.250 122-074
Fisher Pivots for day following 15-Feb-2012
Pivot 1 day 3 day
R1 123-197 123-196
PP 123-190 123-187
S1 123-182 123-178

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

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