ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 28-Feb-2012
Day Change Summary
Previous Current
27-Feb-2012 28-Feb-2012 Change Change % Previous Week
Open 123-080 123-152 0-072 0.2% 123-082
High 123-170 123-190 0-020 0.1% 123-120
Low 123-067 123-137 0-070 0.2% 123-007
Close 123-157 123-162 0-005 0.0% 123-075
Range 0-103 0-053 -0-050 -48.5% 0-113
ATR 0-086 0-084 -0-002 -2.7% 0-000
Volume 1,094,979 969,640 -125,339 -11.4% 2,411,383
Daily Pivots for day following 28-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-002 123-295 123-191
R3 123-269 123-242 123-177
R2 123-216 123-216 123-172
R1 123-189 123-189 123-167 123-202
PP 123-163 123-163 123-163 123-170
S1 123-136 123-136 123-157 123-150
S2 123-110 123-110 123-152
S3 123-057 123-083 123-147
S4 123-004 123-030 123-133
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
5 123-190 123-010 0-180 0.5% 0-075 0.2% 84% True False 798,970
10 123-230 123-007 0-223 0.6% 0-084 0.2% 70% False False 646,428
20 124-037 123-007 1-030 0.9% 0-080 0.2% 44% False False 535,870
40 124-037 122-262 1-095 1.1% 0-084 0.2% 53% False False 476,663
60 124-037 122-090 1-267 1.5% 0-089 0.2% 67% False False 436,732
80 124-037 122-090 1-267 1.5% 0-085 0.2% 67% False False 358,513
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 124-095
2.618 124-009
1.618 123-276
1.000 123-243
0.618 123-223
HIGH 123-190
0.618 123-170
0.500 123-164
0.382 123-157
LOW 123-137
0.618 123-104
1.000 123-084
1.618 123-051
2.618 122-318
4.250 122-232
Fisher Pivots for day following 28-Feb-2012
Pivot 1 day 3 day
R1 123-164 123-150
PP 123-163 123-139
S1 123-162 123-128

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

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