ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 05-Mar-2012
Day Change Summary
Previous Current
02-Mar-2012 05-Mar-2012 Change Change % Previous Week
Open 123-085 123-152 0-067 0.2% 123-080
High 123-177 123-167 -0-010 0.0% 123-190
Low 123-075 123-095 0-020 0.1% 123-027
Close 123-157 123-097 -0-060 -0.2% 123-157
Range 0-102 0-072 -0-030 -29.4% 0-163
ATR 0-087 0-086 -0-001 -1.3% 0-000
Volume 63,155 30,936 -32,219 -51.0% 2,550,971
Daily Pivots for day following 05-Mar-2012
Classic Woodie Camarilla DeMark
R4 124-016 123-288 123-137
R3 123-264 123-216 123-117
R2 123-192 123-192 123-110
R1 123-144 123-144 123-104 123-132
PP 123-120 123-120 123-120 123-114
S1 123-072 123-072 123-090 123-060
S2 123-048 123-048 123-084
S3 122-296 123-000 123-077
S4 122-224 122-248 123-057
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% 0-085 0.2% 43% False False 297,385
10 123-190 123-007 0-183 0.5% 0-082 0.2% 49% False False 499,329
20 123-290 123-007 0-283 0.7% 0-083 0.2% 32% False False 468,754
40 124-037 122-262 1-095 1.1% 0-085 0.2% 37% False False 456,392
60 124-037 122-167 1-190 1.3% 0-088 0.2% 49% False False 408,474
80 124-037 122-090 1-267 1.5% 0-086 0.2% 56% False False 364,823
100 124-037 121-030 3-007 2.5% 0-075 0.2% 73% False False 292,116
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-153
2.618 124-035
1.618 123-283
1.000 123-239
0.618 123-211
HIGH 123-167
0.618 123-139
0.500 123-131
0.382 123-123
LOW 123-095
0.618 123-051
1.000 123-023
1.618 122-299
2.618 122-227
4.250 122-109
Fisher Pivots for day following 05-Mar-2012
Pivot 1 day 3 day
R1 123-131 123-102
PP 123-120 123-100
S1 123-108 123-099

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

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