ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 22-Feb-2012
Day Change Summary
Previous Current
21-Feb-2012 22-Feb-2012 Change Change % Previous Week
Open 123-082 123-032 -0-050 -0.1% 123-165
High 123-082 123-115 0-033 0.1% 123-230
Low 123-007 123-010 0-003 0.0% 123-030
Close 123-045 123-107 0-062 0.2% 123-095
Range 0-075 0-105 0-030 40.0% 0-200
ATR 0-088 0-089 0-001 1.4% 0-000
Volume 481,152 572,426 91,274 19.0% 2,312,995
Daily Pivots for day following 22-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-072 124-035 123-165
R3 123-287 123-250 123-136
R2 123-182 123-182 123-126
R1 123-145 123-145 123-117 123-164
PP 123-077 123-077 123-077 123-087
S1 123-040 123-040 123-097 123-058
S2 122-292 122-292 123-088
S3 122-187 122-255 123-078
S4 122-082 122-150 123-049
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% 0-103 0.3% 45% False False 526,256
10 123-230 123-007 0-223 0.6% 0-087 0.2% 45% False False 467,287
20 124-037 123-007 1-030 0.9% 0-089 0.2% 29% False False 479,758
40 124-037 122-167 1-190 1.3% 0-087 0.2% 51% False False 408,442
60 124-037 122-090 1-267 1.5% 0-093 0.2% 57% False False 417,256
80 124-037 121-030 3-007 2.5% 0-085 0.2% 74% False False 315,865
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 0-019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-241
2.618 124-070
1.618 123-285
1.000 123-220
0.618 123-180
HIGH 123-115
0.618 123-075
0.500 123-062
0.382 123-050
LOW 123-010
0.618 122-265
1.000 122-225
1.618 122-160
2.618 122-055
4.250 121-204
Fisher Pivots for day following 22-Feb-2012
Pivot 1 day 3 day
R1 123-092 123-092
PP 123-077 123-076
S1 123-062 123-061

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

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