ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 08-Mar-2012
Day Change Summary
Previous Current
07-Mar-2012 08-Mar-2012 Change Change % Previous Week
Open 123-147 123-087 -0-060 -0.2% 123-027
High 123-150 123-102 -0-048 -0.1% 123-147
Low 123-087 123-030 -0-057 -0.1% 122-300
Close 123-095 123-047 -0-048 -0.1% 123-122
Range 0-063 0-072 0-009 14.3% 0-167
ATR 0-082 0-082 -0-001 -0.9% 0-000
Volume 373,967 394,103 20,136 5.4% 3,321,973
Daily Pivots for day following 08-Mar-2012
Classic Woodie Camarilla DeMark
R4 123-276 123-233 123-087
R3 123-204 123-161 123-067
R2 123-132 123-132 123-060
R1 123-089 123-089 123-054 123-074
PP 123-060 123-060 123-060 123-052
S1 123-017 123-017 123-040 123-002
S2 122-308 122-308 123-034
S3 122-236 122-265 123-027
S4 122-164 122-193 123-007
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
5 123-157 123-025 0-132 0.3% 0-088 0.2% 17% False False 415,488
10 123-157 122-300 0-177 0.4% 0-088 0.2% 38% False False 528,992
20 123-190 122-270 0-240 0.6% 0-083 0.2% 40% False False 271,212
40 124-000 122-240 1-080 1.0% 0-063 0.2% 32% False False 135,946
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-088
2.618 123-290
1.618 123-218
1.000 123-174
0.618 123-146
HIGH 123-102
0.618 123-074
0.500 123-066
0.382 123-058
LOW 123-030
0.618 122-306
1.000 122-278
1.618 122-234
2.618 122-162
4.250 122-044
Fisher Pivots for day following 08-Mar-2012
Pivot 1 day 3 day
R1 123-066 123-094
PP 123-060 123-078
S1 123-053 123-062

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

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