ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 01-Mar-2012
Day Change Summary
Previous Current
29-Feb-2012 01-Mar-2012 Change Change % Previous Week
Open 123-115 123-082 -0-033 -0.1% 122-300
High 123-135 123-082 -0-053 -0.1% 123-060
Low 123-015 122-300 -0-035 -0.1% 122-270
Close 123-055 123-025 -0-030 -0.1% 123-030
Range 0-120 0-102 -0-018 -15.0% 0-110
ATR 0-078 0-080 0-002 2.2% 0-000
Volume 752,502 643,452 -109,050 -14.5% 463,273
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 124-015 123-282 123-081
R3 123-233 123-180 123-053
R2 123-131 123-131 123-044
R1 123-078 123-078 123-034 123-054
PP 123-029 123-029 123-029 123-017
S1 122-296 122-296 123-016 122-272
S2 122-247 122-247 123-006
S3 122-145 122-194 122-317
S4 122-043 122-092 122-289
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-023 123-297 123-090
R3 123-233 123-187 123-060
R2 123-123 123-123 123-050
R1 123-077 123-077 123-040 123-100
PP 123-013 123-013 123-013 123-025
S1 122-287 122-287 123-020 122-310
S2 122-223 122-223 123-010
S3 122-113 122-177 123-000
S4 122-003 122-067 122-290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-147 122-300 0-167 0.4% 0-088 0.2% 27% False True 642,495
10 123-190 122-270 0-240 0.6% 0-092 0.2% 31% False False 334,077
20 124-000 122-270 1-050 0.9% 0-073 0.2% 20% False False 167,782
40 124-000 122-200 1-120 1.1% 0-057 0.1% 33% False False 84,014
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 False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-196
2.618 124-029
1.618 123-247
1.000 123-184
0.618 123-145
HIGH 123-082
0.618 123-043
0.500 123-031
0.382 123-019
LOW 122-300
0.618 122-237
1.000 122-198
1.618 122-135
2.618 122-033
4.250 121-186
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 123-031 123-064
PP 123-029 123-051
S1 123-027 123-038

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

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