ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 01-Mar-2012
Day Change Summary
Previous Current
29-Feb-2012 01-Mar-2012 Change Change % Previous Week
Open 123-152 123-110 -0-042 -0.1% 123-082
High 123-172 123-110 -0-062 -0.2% 123-120
Low 123-055 123-027 -0-028 -0.1% 123-007
Close 123-095 123-070 -0-025 -0.1% 123-075
Range 0-117 0-083 -0-034 -29.1% 0-113
ATR 0-086 0-086 0-000 -0.3% 0-000
Volume 264,581 158,616 -105,965 -40.1% 2,411,383
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 123-318 123-277 123-116
R3 123-235 123-194 123-093
R2 123-152 123-152 123-085
R1 123-111 123-111 123-078 123-090
PP 123-069 123-069 123-069 123-058
S1 123-028 123-028 123-062 123-007
S2 122-306 122-306 123-055
S3 122-223 122-265 123-047
S4 122-140 122-182 123-024
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
5 123-190 123-027 0-163 0.4% 0-081 0.2% 26% False True 611,783
10 123-230 123-007 0-223 0.6% 0-089 0.2% 28% False False 599,118
20 124-037 123-007 1-030 0.9% 0-083 0.2% 18% False False 511,060
40 124-037 122-262 1-095 1.1% 0-085 0.2% 31% False False 475,087
60 124-037 122-162 1-195 1.3% 0-088 0.2% 44% False False 419,591
80 124-037 122-090 1-267 1.5% 0-085 0.2% 51% False False 363,696
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 0-015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-143
2.618 124-007
1.618 123-244
1.000 123-193
0.618 123-161
HIGH 123-110
0.618 123-078
0.500 123-068
0.382 123-059
LOW 123-027
0.618 122-296
1.000 122-264
1.618 122-213
2.618 122-130
4.250 121-314
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 123-070 123-108
PP 123-069 123-096
S1 123-068 123-083

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

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