ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 13-Mar-2012
Day Change Summary
Previous Current
12-Mar-2012 13-Mar-2012 Change Change % Previous Week
Open 123-070 123-032 -0-038 -0.1% 123-152
High 123-080 123-035 -0-045 -0.1% 123-180
Low 123-030 122-235 -0-115 -0.3% 123-025
Close 123-030 122-257 -0-093 -0.2% 123-050
Range 0-050 0-120 0-070 140.0% 0-155
ATR 0-078 0-081 0-003 3.8% 0-000
Volume 8,306 9,717 1,411 17.0% 86,958
Daily Pivots for day following 13-Mar-2012
Classic Woodie Camarilla DeMark
R4 124-002 123-250 123-003
R3 123-202 123-130 122-290
R2 123-082 123-082 122-279
R1 123-010 123-010 122-268 122-306
PP 122-282 122-282 122-282 122-270
S1 122-210 122-210 122-246 122-186
S2 122-162 122-162 122-235
S3 122-042 122-090 122-224
S4 121-242 121-290 122-191
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
5 123-160 122-235 0-245 0.6% 0-065 0.2% 9% False True 10,147
10 123-180 122-235 0-265 0.7% 0-079 0.2% 8% False True 59,133
20 123-230 122-235 0-315 0.8% 0-081 0.2% 7% False True 352,780
40 124-037 122-235 1-122 1.1% 0-083 0.2% 5% False True 401,386
60 124-037 122-167 1-190 1.3% 0-085 0.2% 18% False False 371,422
80 124-037 122-090 1-267 1.5% 0-088 0.2% 28% False False 365,496
100 124-037 121-030 3-007 2.5% 0-079 0.2% 57% False False 292,856
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-007
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 124-225
2.618 124-029
1.618 123-229
1.000 123-155
0.618 123-109
HIGH 123-035
0.618 122-309
0.500 122-295
0.382 122-281
LOW 122-235
0.618 122-161
1.000 122-115
1.618 122-041
2.618 121-241
4.250 121-045
Fisher Pivots for day following 13-Mar-2012
Pivot 1 day 3 day
R1 122-295 122-318
PP 122-282 122-298
S1 122-270 122-278

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

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