ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 16-Feb-2012
Day Change Summary
Previous Current
15-Feb-2012 16-Feb-2012 Change Change % Previous Week
Open 123-162 123-207 0-045 0.1% 123-255
High 123-227 123-230 0-003 0.0% 123-290
Low 123-137 123-067 -0-070 -0.2% 123-100
Close 123-205 123-090 -0-115 -0.3% 123-200
Range 0-090 0-163 0-073 81.1% 0-190
ATR 0-083 0-089 0-006 6.9% 0-000
Volume 485,714 620,447 134,733 27.7% 2,068,804
Daily Pivots for day following 16-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-298 124-197 123-180
R3 124-135 124-034 123-135
R2 123-292 123-292 123-120
R1 123-191 123-191 123-105 123-160
PP 123-129 123-129 123-129 123-114
S1 123-028 123-028 123-075 122-317
S2 122-286 122-286 123-060
S3 122-123 122-185 123-045
S4 121-280 122-022 123-000
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
5 123-230 123-067 0-163 0.4% 0-091 0.2% 14% True True 452,799
10 124-037 123-067 0-290 0.7% 0-089 0.2% 8% False True 448,134
20 124-037 122-315 1-042 0.9% 0-087 0.2% 26% False False 463,283
40 124-037 122-167 1-190 1.3% 0-088 0.2% 48% False False 394,831
60 124-037 122-090 1-267 1.5% 0-092 0.2% 55% False False 394,666
80 124-037 121-030 3-007 2.5% 0-082 0.2% 72% False False 296,832
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 125-283
2.618 125-017
1.618 124-174
1.000 124-073
0.618 124-011
HIGH 123-230
0.618 123-168
0.500 123-148
0.382 123-129
LOW 123-067
0.618 122-286
1.000 122-224
1.618 122-123
2.618 121-280
4.250 121-014
Fisher Pivots for day following 16-Feb-2012
Pivot 1 day 3 day
R1 123-148 123-148
PP 123-129 123-129
S1 123-110 123-110

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

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