ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 121-312 122-020 0-028 0.1% 123-002
High 122-047 122-037 -0-010 0.0% 123-060
Low 121-202 121-227 0-025 0.1% 121-202
Close 122-022 121-310 -0-032 -0.1% 121-310
Range 0-165 0-130 -0-035 -21.2% 1-178
ATR 0-105 0-106 0-002 1.7% 0-000
Volume 830,052 556,222 -273,830 -33.0% 3,044,473
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 123-048 122-309 122-062
R3 122-238 122-179 122-026
R2 122-108 122-108 122-014
R1 122-049 122-049 122-002 122-014
PP 121-298 121-298 121-298 121-280
S1 121-239 121-239 121-298 121-204
S2 121-168 121-168 121-286
S3 121-038 121-109 121-274
S4 120-228 120-299 121-238
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 126-298 126-002 122-264
R3 125-120 124-144 122-127
R2 123-262 123-262 122-081
R1 122-286 122-286 122-036 122-185
PP 122-084 122-084 122-084 122-034
S1 121-108 121-108 121-264 121-007
S2 120-226 120-226 121-219
S3 119-048 119-250 121-173
S4 117-190 118-072 121-036
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% 0-152 0.4% 22% False False 608,894
10 123-157 121-202 1-275 1.5% 0-121 0.3% 18% False False 516,212
20 123-157 121-202 1-275 1.5% 0-104 0.3% 18% False False 447,523
40 124-000 121-202 2-118 1.9% 0-082 0.2% 14% False False 224,273
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-270
2.618 123-057
1.618 122-247
1.000 122-167
0.618 122-117
HIGH 122-037
0.618 121-307
0.500 121-292
0.382 121-277
LOW 121-227
0.618 121-147
1.000 121-097
1.618 121-017
2.618 120-207
4.250 119-314
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 121-304 122-044
PP 121-298 122-026
S1 121-292 122-008

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

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