ECBOT 5 Year T-Note Future June 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 122-312 122-197 -0-115 -0.3% 123-125
High 123-002 122-207 -0-115 -0.3% 123-157
Low 122-185 121-272 -0-233 -0.6% 122-250
Close 122-212 121-295 -0-237 -0.6% 123-007
Range 0-137 0-255 0-118 86.1% 0-227
ATR 0-088 0-100 0-012 14.0% 0-000
Volume 529,603 838,262 308,659 58.3% 2,117,654
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 124-170 124-007 122-115
R3 123-235 123-072 122-045
R2 122-300 122-300 122-022
R1 122-137 122-137 121-318 122-091
PP 122-045 122-045 122-045 122-022
S1 121-202 121-202 121-272 121-156
S2 121-110 121-110 121-248
S3 120-175 120-267 121-225
S4 119-240 120-012 121-155
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 125-072 124-267 123-132
R3 124-165 124-040 123-069
R2 123-258 123-258 123-049
R1 123-133 123-133 123-028 123-082
PP 123-031 123-031 123-031 123-006
S1 122-226 122-226 122-306 122-175
S2 122-124 122-124 122-285
S3 121-217 121-319 122-265
S4 120-310 121-092 122-202
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-102 121-272 1-150 1.2% 0-132 0.3% 5% False True 508,273
10 123-157 121-272 1-205 1.3% 0-113 0.3% 4% False True 486,816
20 123-190 121-272 1-238 1.4% 0-101 0.3% 4% False True 378,340
40 124-000 121-272 2-048 1.8% 0-075 0.2% 3% False True 189,626
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 0-011
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 126-011
2.618 124-235
1.618 123-300
1.000 123-142
0.618 123-045
HIGH 122-207
0.618 122-110
0.500 122-080
0.382 122-049
LOW 121-272
0.618 121-114
1.000 121-017
1.618 120-179
2.618 119-244
4.250 118-148
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 122-080 122-166
PP 122-045 122-102
S1 122-010 122-039

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

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