ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 23-Mar-2012
Day Change Summary
Previous Current
22-Mar-2012 23-Mar-2012 Change Change % Previous Week
Open 121-270 121-305 0-035 0.1% 121-310
High 122-037 122-080 0-043 0.1% 122-080
Low 121-245 121-285 0-040 0.1% 121-135
Close 121-315 122-040 0-045 0.1% 122-040
Range 0-112 0-115 0-003 2.7% 0-265
ATR 0-114 0-114 0-000 0.0% 0-000
Volume 514,235 373,843 -140,392 -27.3% 2,604,986
Daily Pivots for day following 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 123-053 123-002 122-103
R3 122-258 122-207 122-072
R2 122-143 122-143 122-061
R1 122-092 122-092 122-051 122-118
PP 122-028 122-028 122-028 122-041
S1 121-297 121-297 122-029 122-002
S2 121-233 121-233 122-019
S3 121-118 121-182 122-008
S4 121-003 121-067 121-297
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 124-133 124-032 122-186
R3 123-188 123-087 122-113
R2 122-243 122-243 122-089
R1 122-142 122-142 122-064 122-192
PP 121-298 121-298 121-298 122-004
S1 121-197 121-197 122-016 121-248
S2 121-033 121-033 121-311
S3 120-088 120-252 121-287
S4 119-143 119-307 121-214
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-080 121-135 0-265 0.7% 0-135 0.3% 85% True False 520,997
10 123-060 121-135 1-245 1.4% 0-143 0.4% 40% False False 564,945
20 123-157 121-135 2-022 1.7% 0-119 0.3% 34% False False 554,454
40 124-000 121-135 2-185 2.1% 0-088 0.2% 27% False False 289,357
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-249
2.618 123-061
1.618 122-266
1.000 122-195
0.618 122-151
HIGH 122-080
0.618 122-036
0.500 122-022
0.382 122-009
LOW 121-285
0.618 121-214
1.000 121-170
1.618 121-099
2.618 120-304
4.250 120-116
Fisher Pivots for day following 23-Mar-2012
Pivot 1 day 3 day
R1 122-034 122-015
PP 122-028 121-310
S1 122-022 121-285

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

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