ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 09-Mar-2012
Day Change Summary
Previous Current
08-Mar-2012 09-Mar-2012 Change Change % Previous Week
Open 123-130 123-077 -0-053 -0.1% 123-152
High 123-132 123-082 -0-050 -0.1% 123-180
Low 123-070 123-025 -0-045 -0.1% 123-025
Close 123-085 123-050 -0-035 -0.1% 123-050
Range 0-062 0-057 -0-005 -8.1% 0-155
ATR 0-082 0-081 -0-002 -1.9% 0-000
Volume 10,881 8,992 -1,889 -17.4% 86,958
Daily Pivots for day following 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 123-223 123-194 123-081
R3 123-166 123-137 123-066
R2 123-109 123-109 123-060
R1 123-080 123-080 123-055 123-066
PP 123-052 123-052 123-052 123-046
S1 123-023 123-023 123-045 123-009
S2 122-315 122-315 123-040
S3 122-258 122-286 123-034
S4 122-201 122-229 123-019
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 124-230 124-135 123-135
R3 124-075 123-300 123-093
R2 123-240 123-240 123-078
R1 123-145 123-145 123-064 123-115
PP 123-085 123-085 123-085 123-070
S1 122-310 122-310 123-036 122-280
S2 122-250 122-250 123-022
S3 122-095 122-155 123-007
S4 121-260 122-000 122-285
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-180 123-025 0-155 0.4% 0-063 0.2% 16% False True 17,391
10 123-190 123-025 0-165 0.4% 0-078 0.2% 15% False True 263,792
20 123-230 123-007 0-223 0.6% 0-080 0.2% 19% False False 389,242
40 124-037 122-315 1-042 0.9% 0-083 0.2% 15% False False 421,807
60 124-037 122-167 1-190 1.3% 0-084 0.2% 40% False False 384,137
80 124-037 122-090 1-267 1.5% 0-087 0.2% 48% False False 365,327
100 124-037 121-030 3-007 2.5% 0-077 0.2% 68% False False 292,676
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-004
2.618 123-231
1.618 123-174
1.000 123-139
0.618 123-117
HIGH 123-082
0.618 123-060
0.500 123-054
0.382 123-047
LOW 123-025
0.618 122-310
1.000 122-288
1.618 122-253
2.618 122-196
4.250 122-103
Fisher Pivots for day following 09-Mar-2012
Pivot 1 day 3 day
R1 123-054 123-092
PP 123-052 123-078
S1 123-051 123-064

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

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