ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary
Previous Current
06-Mar-2012 07-Mar-2012 Change Change % Previous Week
Open 123-097 123-157 0-060 0.2% 123-080
High 123-180 123-160 -0-020 -0.1% 123-190
Low 123-092 123-122 0-030 0.1% 123-027
Close 123-170 123-125 -0-045 -0.1% 123-157
Range 0-088 0-038 -0-050 -56.8% 0-163
ATR 0-086 0-084 -0-003 -3.2% 0-000
Volume 23,306 12,843 -10,463 -44.9% 2,550,971
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 123-250 123-225 123-146
R3 123-212 123-187 123-135
R2 123-174 123-174 123-132
R1 123-149 123-149 123-128 123-142
PP 123-136 123-136 123-136 123-132
S1 123-111 123-111 123-122 123-104
S2 123-098 123-098 123-118
S3 123-060 123-073 123-115
S4 123-022 123-035 123-104
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% 0-077 0.2% 64% False False 57,771
10 123-190 123-027 0-163 0.4% 0-077 0.2% 60% False False 397,586
20 123-230 123-007 0-223 0.6% 0-082 0.2% 53% False False 432,436
40 124-037 122-315 1-042 0.9% 0-083 0.2% 36% False False 440,247
60 124-037 122-167 1-190 1.3% 0-085 0.2% 55% False False 393,755
80 124-037 122-090 1-267 1.5% 0-087 0.2% 60% False False 365,195
100 124-037 121-030 3-007 2.4% 0-076 0.2% 76% False False 292,477
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-012
Narrowest range in 78 trading days
Fibonacci Retracements and Extensions
4.250 124-002
2.618 123-259
1.618 123-221
1.000 123-198
0.618 123-183
HIGH 123-160
0.618 123-145
0.500 123-141
0.382 123-137
LOW 123-122
0.618 123-099
1.000 123-084
1.618 123-061
2.618 123-023
4.250 122-280
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 123-141 123-136
PP 123-136 123-132
S1 123-130 123-129

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

View Archives - Comment on this page... - Back to Index of Symbols