ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 19-Mar-2012
Day Change Summary
Previous Current
16-Mar-2012 19-Mar-2012 Change Change % Previous Week
Open 122-020 121-310 -0-030 -0.1% 123-002
High 122-037 122-050 0-013 0.0% 123-060
Low 121-227 121-177 -0-050 -0.1% 121-202
Close 121-310 121-200 -0-110 -0.3% 121-310
Range 0-130 0-193 0-063 48.5% 1-178
ATR 0-106 0-113 0-006 5.8% 0-000
Volume 556,222 614,701 58,479 10.5% 3,044,473
Daily Pivots for day following 19-Mar-2012
Classic Woodie Camarilla DeMark
R4 123-188 123-067 121-306
R3 122-315 122-194 121-253
R2 122-122 122-122 121-235
R1 122-001 122-001 121-218 121-285
PP 121-249 121-249 121-249 121-231
S1 121-128 121-128 121-182 121-092
S2 121-056 121-056 121-165
S3 120-183 120-255 121-147
S4 119-310 120-062 121-094
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
5 123-002 121-177 1-145 1.2% 0-176 0.5% 5% False True 673,768
10 123-157 121-177 1-300 1.6% 0-131 0.3% 4% False True 537,577
20 123-157 121-177 1-300 1.6% 0-110 0.3% 4% False True 478,103
40 124-000 121-177 2-143 2.0% 0-087 0.2% 3% False True 239,632
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 0-020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-230
2.618 123-235
1.618 123-042
1.000 122-243
0.618 122-169
HIGH 122-050
0.618 121-296
0.500 121-274
0.382 121-251
LOW 121-177
0.618 121-058
1.000 120-304
1.618 120-185
2.618 119-312
4.250 118-317
Fisher Pivots for day following 19-Mar-2012
Pivot 1 day 3 day
R1 121-274 121-274
PP 121-249 121-249
S1 121-224 121-224

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

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