ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 21-Feb-2012
Day Change Summary
Previous Current
17-Feb-2012 21-Feb-2012 Change Change % Previous Week
Open 123-097 123-082 -0-015 0.0% 123-165
High 123-112 123-082 -0-030 -0.1% 123-230
Low 123-030 123-007 -0-023 -0.1% 123-030
Close 123-095 123-045 -0-050 -0.1% 123-095
Range 0-082 0-075 -0-007 -8.5% 0-200
ATR 0-088 0-088 0-000 0.0% 0-000
Volume 471,543 481,152 9,609 2.0% 2,312,995
Daily Pivots for day following 21-Feb-2012
Classic Woodie Camarilla DeMark
R4 123-270 123-232 123-086
R3 123-195 123-157 123-066
R2 123-120 123-120 123-059
R1 123-082 123-082 123-052 123-064
PP 123-045 123-045 123-045 123-035
S1 123-007 123-007 123-038 122-308
S2 122-290 122-290 123-031
S3 122-215 122-252 123-024
S4 122-140 122-177 123-004
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 125-078 124-287 123-205
R3 124-198 124-087 123-150
R2 123-318 123-318 123-132
R1 123-207 123-207 123-113 123-162
PP 123-118 123-118 123-118 123-096
S1 123-007 123-007 123-077 122-282
S2 122-238 122-238 123-058
S3 122-038 122-127 123-040
S4 121-158 121-247 122-305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-230 123-007 0-223 0.6% 0-092 0.2% 17% False True 493,886
10 123-272 123-007 0-265 0.7% 0-086 0.2% 14% False True 455,433
20 124-037 123-005 1-032 0.9% 0-086 0.2% 11% False False 469,586
40 124-037 122-167 1-190 1.3% 0-086 0.2% 39% False False 399,938
60 124-037 122-090 1-267 1.5% 0-092 0.2% 47% False False 409,816
80 124-037 121-030 3-007 2.5% 0-084 0.2% 68% False False 308,727
Crabel Price Patterns
NR True
NR4 True
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 0-017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-081
2.618 123-278
1.618 123-203
1.000 123-157
0.618 123-128
HIGH 123-082
0.618 123-053
0.500 123-044
0.382 123-036
LOW 123-007
0.618 122-281
1.000 122-252
1.618 122-206
2.618 122-131
4.250 122-008
Fisher Pivots for day following 21-Feb-2012
Pivot 1 day 3 day
R1 123-045 123-118
PP 123-045 123-094
S1 123-044 123-070

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

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