ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 20-Mar-2012
Day Change Summary
Previous Current
19-Mar-2012 20-Mar-2012 Change Change % Previous Week
Open 121-310 121-185 -0-125 -0.3% 123-002
High 122-050 121-272 -0-098 -0.3% 123-060
Low 121-177 121-135 -0-042 -0.1% 121-202
Close 121-200 121-177 -0-023 -0.1% 121-310
Range 0-193 0-137 -0-056 -29.0% 1-178
ATR 0-113 0-114 0-002 1.5% 0-000
Volume 614,701 598,414 -16,287 -2.6% 3,044,473
Daily Pivots for day following 20-Mar-2012
Classic Woodie Camarilla DeMark
R4 122-286 122-208 121-252
R3 122-149 122-071 121-215
R2 122-012 122-012 121-202
R1 121-254 121-254 121-190 121-224
PP 121-195 121-195 121-195 121-180
S1 121-117 121-117 121-164 121-088
S2 121-058 121-058 121-152
S3 120-241 120-300 121-139
S4 120-104 120-163 121-102
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
5 122-207 121-135 1-072 1.0% 0-176 0.5% 11% False True 687,530
10 123-150 121-135 2-015 1.7% 0-135 0.3% 6% False True 551,472
20 123-157 121-135 2-022 1.7% 0-113 0.3% 6% False True 507,492
40 124-000 121-135 2-185 2.1% 0-088 0.2% 5% False True 254,591
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 0-025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-214
2.618 122-311
1.618 122-174
1.000 122-089
0.618 122-037
HIGH 121-272
0.618 121-220
0.500 121-204
0.382 121-187
LOW 121-135
0.618 121-050
1.000 120-318
1.618 120-233
2.618 120-096
4.250 119-193
Fisher Pivots for day following 20-Mar-2012
Pivot 1 day 3 day
R1 121-204 121-252
PP 121-195 121-227
S1 121-186 121-202

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

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