ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 26-Mar-2012
Day Change Summary
Previous Current
23-Mar-2012 26-Mar-2012 Change Change % Previous Week
Open 121-305 122-032 0-047 0.1% 121-310
High 122-080 122-080 0-000 0.0% 122-080
Low 121-285 121-292 0-007 0.0% 121-135
Close 122-040 122-060 0-020 0.1% 122-040
Range 0-115 0-108 -0-007 -6.1% 0-265
ATR 0-114 0-114 0-000 -0.4% 0-000
Volume 373,843 385,958 12,115 3.2% 2,604,986
Daily Pivots for day following 26-Mar-2012
Classic Woodie Camarilla DeMark
R4 123-041 122-319 122-119
R3 122-253 122-211 122-090
R2 122-145 122-145 122-080
R1 122-103 122-103 122-070 122-124
PP 122-037 122-037 122-037 122-048
S1 121-315 121-315 122-050 122-016
S2 121-249 121-249 122-040
S3 121-141 121-207 122-030
S4 121-033 121-099 122-001
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% 0-118 0.3% 92% True False 475,248
10 123-002 121-135 1-187 1.3% 0-147 0.4% 48% False False 574,508
20 123-157 121-135 2-022 1.7% 0-120 0.3% 37% False False 537,809
40 124-000 121-135 2-185 2.1% 0-090 0.2% 30% False False 299,003
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 0-032
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 123-219
2.618 123-043
1.618 122-255
1.000 122-188
0.618 122-147
HIGH 122-080
0.618 122-039
0.500 122-026
0.382 122-013
LOW 121-292
0.618 121-225
1.000 121-184
1.618 121-117
2.618 121-009
4.250 120-153
Fisher Pivots for day following 26-Mar-2012
Pivot 1 day 3 day
R1 122-049 122-041
PP 122-037 122-022
S1 122-026 122-002

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

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