ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 02-Mar-2012
Day Change Summary
Previous Current
01-Mar-2012 02-Mar-2012 Change Change % Previous Week
Open 123-110 123-085 -0-025 -0.1% 123-080
High 123-110 123-177 0-067 0.2% 123-190
Low 123-027 123-075 0-048 0.1% 123-027
Close 123-070 123-157 0-087 0.2% 123-157
Range 0-083 0-102 0-019 22.9% 0-163
ATR 0-086 0-087 0-002 1.8% 0-000
Volume 158,616 63,155 -95,461 -60.2% 2,550,971
Daily Pivots for day following 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 124-122 124-082 123-213
R3 124-020 123-300 123-185
R2 123-238 123-238 123-176
R1 123-198 123-198 123-166 123-218
PP 123-136 123-136 123-136 123-146
S1 123-096 123-096 123-148 123-116
S2 123-034 123-034 123-138
S3 122-252 122-314 123-129
S4 122-150 122-212 123-101
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 124-294 124-228 123-247
R3 124-131 124-065 123-202
R2 123-288 123-288 123-187
R1 123-222 123-222 123-172 123-255
PP 123-125 123-125 123-125 123-141
S1 123-059 123-059 123-142 123-092
S2 122-282 122-282 123-127
S3 122-119 122-216 123-112
S4 121-276 122-053 123-067
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% 0-092 0.2% 80% False False 510,194
10 123-190 123-007 0-183 0.5% 0-083 0.2% 82% False False 543,389
20 124-037 123-007 1-030 0.9% 0-086 0.2% 43% False False 495,761
40 124-037 122-262 1-095 1.1% 0-086 0.2% 52% False False 467,732
60 124-037 122-167 1-190 1.3% 0-088 0.2% 61% False False 414,159
80 124-037 122-090 1-267 1.5% 0-086 0.2% 66% False False 364,468
100 124-037 120-290 3-067 2.6% 0-074 0.2% 81% False False 291,807
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 0-014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-290
2.618 124-124
1.618 124-022
1.000 123-279
0.618 123-240
HIGH 123-177
0.618 123-138
0.500 123-126
0.382 123-114
LOW 123-075
0.618 123-012
1.000 122-293
1.618 122-230
2.618 122-128
4.250 121-282
Fisher Pivots for day following 02-Mar-2012
Pivot 1 day 3 day
R1 123-147 123-139
PP 123-136 123-120
S1 123-126 123-102

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

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