ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 15-Mar-2012
Day Change Summary
Previous Current
14-Mar-2012 15-Mar-2012 Change Change % Previous Week
Open 122-197 121-312 -0-205 -0.5% 123-125
High 122-207 122-047 -0-160 -0.4% 123-157
Low 121-272 121-202 -0-070 -0.2% 122-250
Close 121-295 122-022 0-047 0.1% 123-007
Range 0-255 0-165 -0-090 -35.3% 0-227
ATR 0-100 0-105 0-005 4.6% 0-000
Volume 838,262 830,052 -8,210 -1.0% 2,117,654
Daily Pivots for day following 15-Mar-2012
Classic Woodie Camarilla DeMark
R4 123-159 123-095 122-113
R3 122-314 122-250 122-067
R2 122-149 122-149 122-052
R1 122-085 122-085 122-037 122-117
PP 121-304 121-304 121-304 122-000
S1 121-240 121-240 122-007 121-272
S2 121-139 121-139 121-312
S3 120-294 121-075 121-297
S4 120-129 120-230 121-251
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
5 123-060 121-202 1-178 1.3% 0-151 0.4% 28% False True 595,463
10 123-157 121-202 1-275 1.5% 0-119 0.3% 24% False True 505,476
20 123-190 121-202 1-308 1.6% 0-106 0.3% 22% False True 419,776
40 124-000 121-202 2-118 1.9% 0-079 0.2% 18% False True 210,376
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 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-108
2.618 123-159
1.618 122-314
1.000 122-212
0.618 122-149
HIGH 122-047
0.618 121-304
0.500 121-284
0.382 121-265
LOW 121-202
0.618 121-100
1.000 121-037
1.618 120-255
2.618 120-090
4.250 119-141
Fisher Pivots for day following 15-Mar-2012
Pivot 1 day 3 day
R1 122-003 122-102
PP 121-304 122-075
S1 121-284 122-049

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

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