ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 14-Mar-2012
Day Change Summary
Previous Current
13-Mar-2012 14-Mar-2012 Change Change % Previous Week
Open 123-032 122-207 -0-145 -0.4% 123-152
High 123-035 122-207 -0-148 -0.4% 123-180
Low 122-235 122-025 -0-210 -0.5% 123-025
Close 122-257 122-045 -0-212 -0.5% 123-050
Range 0-120 0-182 0-062 51.7% 0-155
ATR 0-081 0-092 0-011 13.2% 0-000
Volume 9,717 6,946 -2,771 -28.5% 86,958
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 123-318 123-204 122-145
R3 123-136 123-022 122-095
R2 122-274 122-274 122-078
R1 122-160 122-160 122-062 122-126
PP 122-092 122-092 122-092 122-076
S1 121-298 121-298 122-028 121-264
S2 121-230 121-230 122-012
S3 121-048 121-116 121-315
S4 120-186 120-254 121-265
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
5 123-132 122-025 1-107 1.1% 0-094 0.2% 5% False True 8,968
10 123-180 122-025 1-155 1.2% 0-085 0.2% 4% False True 33,369
20 123-230 122-025 1-205 1.3% 0-088 0.2% 4% False True 332,599
40 124-037 122-025 2-012 1.7% 0-085 0.2% 3% False True 392,161
60 124-037 122-025 2-012 1.7% 0-086 0.2% 3% False True 365,875
80 124-037 122-025 2-012 1.7% 0-090 0.2% 3% False True 365,536
100 124-037 121-030 3-007 2.5% 0-081 0.2% 35% False False 292,925
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 0-005
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 125-020
2.618 124-043
1.618 123-181
1.000 123-069
0.618 122-319
HIGH 122-207
0.618 122-137
0.500 122-116
0.382 122-095
LOW 122-025
0.618 121-233
1.000 121-163
1.618 121-051
2.618 120-189
4.250 119-212
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 122-116 122-212
PP 122-092 122-157
S1 122-069 122-101

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

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