ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 29-Feb-2012
Day Change Summary
Previous Current
28-Feb-2012 29-Feb-2012 Change Change % Previous Week
Open 123-152 123-152 0-000 0.0% 123-082
High 123-190 123-172 -0-018 0.0% 123-120
Low 123-137 123-055 -0-082 -0.2% 123-007
Close 123-162 123-095 -0-067 -0.2% 123-075
Range 0-053 0-117 0-064 120.8% 0-113
ATR 0-084 0-086 0-002 2.8% 0-000
Volume 969,640 264,581 -705,059 -72.7% 2,411,383
Daily Pivots for day following 29-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-138 124-074 123-159
R3 124-021 123-277 123-127
R2 123-224 123-224 123-116
R1 123-160 123-160 123-106 123-134
PP 123-107 123-107 123-107 123-094
S1 123-043 123-043 123-084 123-016
S2 122-310 122-310 123-074
S3 122-193 122-246 123-063
S4 122-076 122-129 123-031
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
5 123-190 123-055 0-135 0.3% 0-077 0.2% 30% False True 737,401
10 123-230 123-007 0-223 0.6% 0-090 0.2% 39% False False 631,828
20 124-037 123-007 1-030 0.9% 0-082 0.2% 25% False False 524,878
40 124-037 122-262 1-095 1.1% 0-084 0.2% 37% False False 478,853
60 124-037 122-090 1-267 1.5% 0-089 0.2% 55% False False 427,400
80 124-037 122-090 1-267 1.5% 0-086 0.2% 55% False False 361,775
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 125-029
2.618 124-158
1.618 124-041
1.000 123-289
0.618 123-244
HIGH 123-172
0.618 123-127
0.500 123-114
0.382 123-100
LOW 123-055
0.618 122-303
1.000 122-258
1.618 122-186
2.618 122-069
4.250 121-198
Fisher Pivots for day following 29-Feb-2012
Pivot 1 day 3 day
R1 123-114 123-122
PP 123-107 123-113
S1 123-101 123-104

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

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