ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 22-Mar-2012
Day Change Summary
Previous Current
21-Mar-2012 22-Mar-2012 Change Change % Previous Week
Open 121-197 121-270 0-073 0.2% 123-002
High 121-287 122-037 0-070 0.2% 123-060
Low 121-170 121-245 0-075 0.2% 121-202
Close 121-275 121-315 0-040 0.1% 121-310
Range 0-117 0-112 -0-005 -4.3% 1-178
ATR 0-115 0-114 0-000 -0.2% 0-000
Volume 503,793 514,235 10,442 2.1% 3,044,473
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 123-002 122-270 122-057
R3 122-210 122-158 122-026
R2 122-098 122-098 122-016
R1 122-046 122-046 122-005 122-072
PP 121-306 121-306 121-306 121-318
S1 121-254 121-254 121-305 121-280
S2 121-194 121-194 121-294
S3 121-082 121-142 121-284
S4 120-290 121-030 121-253
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% 0-138 0.4% 77% False False 557,473
10 123-060 121-135 1-245 1.4% 0-144 0.4% 32% False False 576,468
20 123-157 121-135 2-022 1.7% 0-116 0.3% 27% False False 552,730
40 124-000 121-135 2-185 2.1% 0-087 0.2% 22% False False 280,033
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 0-028
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 123-193
2.618 123-010
1.618 122-218
1.000 122-149
0.618 122-106
HIGH 122-037
0.618 121-314
0.500 121-301
0.382 121-288
LOW 121-245
0.618 121-176
1.000 121-133
1.618 121-064
2.618 120-272
4.250 120-089
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 121-310 121-292
PP 121-306 121-269
S1 121-301 121-246

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

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