ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 21-Mar-2012
Day Change Summary
Previous Current
20-Mar-2012 21-Mar-2012 Change Change % Previous Week
Open 121-185 121-197 0-012 0.0% 123-002
High 121-272 121-287 0-015 0.0% 123-060
Low 121-135 121-170 0-035 0.1% 121-202
Close 121-177 121-275 0-098 0.3% 121-310
Range 0-137 0-117 -0-020 -14.6% 1-178
ATR 0-114 0-115 0-000 0.2% 0-000
Volume 598,414 503,793 -94,621 -15.8% 3,044,473
Daily Pivots for day following 21-Mar-2012
Classic Woodie Camarilla DeMark
R4 122-275 122-232 122-019
R3 122-158 122-115 121-307
R2 122-041 122-041 121-296
R1 121-318 121-318 121-286 122-020
PP 121-244 121-244 121-244 121-255
S1 121-201 121-201 121-264 121-222
S2 121-127 121-127 121-254
S3 121-010 121-084 121-243
S4 120-213 120-287 121-211
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
5 122-050 121-135 0-235 0.6% 0-148 0.4% 60% False False 620,636
10 123-102 121-135 1-287 1.6% 0-140 0.4% 23% False False 564,455
20 123-157 121-135 2-022 1.7% 0-114 0.3% 21% False False 531,029
40 124-000 121-135 2-185 2.1% 0-090 0.2% 17% False False 267,183
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-027
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 123-144
2.618 122-273
1.618 122-156
1.000 122-084
0.618 122-039
HIGH 121-287
0.618 121-242
0.500 121-228
0.382 121-215
LOW 121-170
0.618 121-098
1.000 121-053
1.618 120-301
2.618 120-184
4.250 119-313
Fisher Pivots for day following 21-Mar-2012
Pivot 1 day 3 day
R1 121-260 121-268
PP 121-244 121-260
S1 121-228 121-252

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

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