ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 27-Feb-2012
Day Change Summary
Previous Current
24-Feb-2012 27-Feb-2012 Change Change % Previous Week
Open 123-085 123-080 -0-005 0.0% 123-082
High 123-112 123-170 0-058 0.1% 123-120
Low 123-065 123-067 0-002 0.0% 123-007
Close 123-075 123-157 0-082 0.2% 123-075
Range 0-047 0-103 0-056 119.1% 0-113
ATR 0-085 0-086 0-001 1.5% 0-000
Volume 571,100 1,094,979 523,879 91.7% 2,411,383
Daily Pivots for day following 27-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-120 124-082 123-214
R3 124-017 123-299 123-185
R2 123-234 123-234 123-176
R1 123-196 123-196 123-166 123-215
PP 123-131 123-131 123-131 123-141
S1 123-093 123-093 123-148 123-112
S2 123-028 123-028 123-138
S3 122-245 122-310 123-129
S4 122-142 122-207 123-100
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-086 124-034 123-137
R3 123-293 123-241 123-106
R2 123-180 123-180 123-096
R1 123-128 123-128 123-085 123-098
PP 123-067 123-067 123-067 123-052
S1 123-015 123-015 123-065 122-304
S2 122-274 122-274 123-054
S3 122-161 122-222 123-044
S4 122-048 122-109 123-013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-170 123-007 0-163 0.4% 0-079 0.2% 92% True False 701,272
10 123-230 123-007 0-223 0.6% 0-085 0.2% 67% False False 581,935
20 124-037 123-007 1-030 0.9% 0-080 0.2% 43% False False 507,979
40 124-037 122-262 1-095 1.1% 0-085 0.2% 52% False False 457,442
60 124-037 122-090 1-267 1.5% 0-091 0.2% 66% False False 432,503
80 124-037 122-090 1-267 1.5% 0-085 0.2% 66% False False 346,423
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
4.250 124-288
2.618 124-120
1.618 124-017
1.000 123-273
0.618 123-234
HIGH 123-170
0.618 123-131
0.500 123-118
0.382 123-106
LOW 123-067
0.618 123-003
1.000 122-284
1.618 122-220
2.618 122-117
4.250 121-269
Fisher Pivots for day following 27-Feb-2012
Pivot 1 day 3 day
R1 123-144 123-142
PP 123-131 123-127
S1 123-118 123-112

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

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