ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 123-152 123-097 -0-055 -0.1% 123-080
High 123-167 123-180 0-013 0.0% 123-190
Low 123-095 123-092 -0-003 0.0% 123-027
Close 123-097 123-170 0-073 0.2% 123-157
Range 0-072 0-088 0-016 22.2% 0-163
ATR 0-086 0-086 0-000 0.1% 0-000
Volume 30,936 23,306 -7,630 -24.7% 2,550,971
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 124-091 124-059 123-218
R3 124-003 123-291 123-194
R2 123-235 123-235 123-186
R1 123-203 123-203 123-178 123-219
PP 123-147 123-147 123-147 123-156
S1 123-115 123-115 123-162 123-131
S2 123-059 123-059 123-154
S3 122-291 123-027 123-146
S4 122-203 122-259 123-122
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
5 123-180 123-027 0-153 0.4% 0-092 0.2% 93% True False 108,118
10 123-190 123-010 0-180 0.5% 0-084 0.2% 89% False False 453,544
20 123-272 123-007 0-265 0.7% 0-085 0.2% 62% False False 454,488
40 124-037 122-315 1-042 0.9% 0-084 0.2% 48% False False 446,507
60 124-037 122-167 1-190 1.3% 0-087 0.2% 63% False False 401,496
80 124-037 122-090 1-267 1.5% 0-087 0.2% 68% False False 365,096
100 124-037 121-030 3-007 2.4% 0-076 0.2% 81% False False 292,349
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
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
4.250 124-234
2.618 124-090
1.618 124-002
1.000 123-268
0.618 123-234
HIGH 123-180
0.618 123-146
0.500 123-136
0.382 123-126
LOW 123-092
0.618 123-038
1.000 123-004
1.618 122-270
2.618 122-182
4.250 122-038
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 123-159 123-156
PP 123-147 123-142
S1 123-136 123-128

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

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