ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 123-125 123-062 -0-063 -0.2% 123-027
High 123-147 123-157 0-010 0.0% 123-147
Low 123-060 123-057 -0-003 0.0% 122-300
Close 123-065 123-145 0-080 0.2% 123-122
Range 0-087 0-100 0-013 14.9% 0-167
ATR 0-083 0-084 0-001 1.5% 0-000
Volume 401,049 459,469 58,420 14.6% 3,321,973
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 124-100 124-062 123-200
R3 124-000 123-282 123-172
R2 123-220 123-220 123-163
R1 123-182 123-182 123-154 123-201
PP 123-120 123-120 123-120 123-129
S1 123-082 123-082 123-136 123-101
S2 123-020 123-020 123-127
S3 122-240 122-302 123-118
S4 122-140 122-202 123-090
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 124-264 124-200 123-214
R3 124-097 124-033 123-168
R2 123-250 123-250 123-153
R1 123-186 123-186 123-137 123-218
PP 123-083 123-083 123-083 123-099
S1 123-019 123-019 123-107 123-051
S2 122-236 122-236 123-091
S3 122-069 122-172 123-076
S4 121-222 122-005 123-030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-157 122-300 0-177 0.4% 0-105 0.3% 93% True False 541,065
10 123-157 122-270 0-207 0.5% 0-091 0.2% 94% True False 463,512
20 123-200 122-270 0-250 0.6% 0-080 0.2% 78% False False 232,952
40 124-000 122-240 1-080 1.0% 0-059 0.2% 56% False False 116,746
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-262
2.618 124-099
1.618 123-319
1.000 123-257
0.618 123-219
HIGH 123-157
0.618 123-119
0.500 123-107
0.382 123-095
LOW 123-057
0.618 122-315
1.000 122-277
1.618 122-215
2.618 122-115
4.250 121-272
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 123-132 123-127
PP 123-120 123-109
S1 123-107 123-091

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

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