ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 08-Mar-2012
Day Change Summary
Previous Current
07-Mar-2012 08-Mar-2012 Change Change % Previous Week
Open 123-157 123-130 -0-027 -0.1% 123-080
High 123-160 123-132 -0-028 -0.1% 123-190
Low 123-122 123-070 -0-052 -0.1% 123-027
Close 123-125 123-085 -0-040 -0.1% 123-157
Range 0-038 0-062 0-024 63.2% 0-163
ATR 0-084 0-082 -0-002 -1.8% 0-000
Volume 12,843 10,881 -1,962 -15.3% 2,550,971
Daily Pivots for day following 08-Mar-2012
Classic Woodie Camarilla DeMark
R4 123-282 123-245 123-119
R3 123-220 123-183 123-102
R2 123-158 123-158 123-096
R1 123-121 123-121 123-091 123-108
PP 123-096 123-096 123-096 123-089
S1 123-059 123-059 123-079 123-046
S2 123-034 123-034 123-074
S3 122-292 122-317 123-068
S4 122-230 122-255 123-051
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
5 123-180 123-070 0-110 0.3% 0-072 0.2% 14% False True 28,224
10 123-190 123-027 0-163 0.4% 0-076 0.2% 36% False False 320,003
20 123-230 123-007 0-223 0.6% 0-082 0.2% 35% False False 414,028
40 124-037 122-315 1-042 0.9% 0-083 0.2% 25% False False 432,182
60 124-037 122-167 1-190 1.3% 0-085 0.2% 47% False False 388,211
80 124-037 122-090 1-267 1.5% 0-087 0.2% 54% False False 365,295
100 124-037 121-030 3-007 2.5% 0-077 0.2% 72% False False 292,586
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 0-010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-076
2.618 123-294
1.618 123-232
1.000 123-194
0.618 123-170
HIGH 123-132
0.618 123-108
0.500 123-101
0.382 123-094
LOW 123-070
0.618 123-032
1.000 123-008
1.618 122-290
2.618 122-228
4.250 122-126
Fisher Pivots for day following 08-Mar-2012
Pivot 1 day 3 day
R1 123-101 123-125
PP 123-096 123-112
S1 123-090 123-098

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

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