ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 123-077 123-070 -0-007 0.0% 123-152
High 123-082 123-080 -0-002 0.0% 123-180
Low 123-025 123-030 0-005 0.0% 123-025
Close 123-050 123-030 -0-020 -0.1% 123-050
Range 0-057 0-050 -0-007 -12.3% 0-155
ATR 0-081 0-078 -0-002 -2.7% 0-000
Volume 8,992 8,306 -686 -7.6% 86,958
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 123-197 123-163 123-058
R3 123-147 123-113 123-044
R2 123-097 123-097 123-039
R1 123-063 123-063 123-035 123-055
PP 123-047 123-047 123-047 123-042
S1 123-013 123-013 123-025 123-005
S2 122-317 122-317 123-021
S3 122-267 122-283 123-016
S4 122-217 122-233 123-002
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% 0-059 0.1% 3% False False 12,865
10 123-190 123-025 0-165 0.4% 0-072 0.2% 3% False False 155,125
20 123-230 123-007 0-223 0.6% 0-078 0.2% 10% False False 368,530
40 124-037 122-315 1-042 0.9% 0-083 0.2% 10% False False 412,297
60 124-037 122-167 1-190 1.3% 0-083 0.2% 36% False False 378,075
80 124-037 122-090 1-267 1.5% 0-087 0.2% 44% False False 365,428
100 124-037 121-030 3-007 2.5% 0-078 0.2% 66% False False 292,759
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-292
2.618 123-211
1.618 123-161
1.000 123-130
0.618 123-111
HIGH 123-080
0.618 123-061
0.500 123-055
0.382 123-049
LOW 123-030
0.618 122-319
1.000 122-300
1.618 122-269
2.618 122-219
4.250 122-138
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 123-055 123-078
PP 123-047 123-062
S1 123-038 123-046

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

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