ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 16-Apr-2012
Day Change Summary
Previous Current
13-Apr-2012 16-Apr-2012 Change Change % Previous Week
Open 123-095 123-160 0-065 0.2% 123-080
High 123-172 123-205 0-033 0.1% 123-172
Low 123-092 123-135 0-043 0.1% 123-032
Close 123-152 123-172 0-020 0.1% 123-152
Range 0-080 0-070 -0-010 -12.5% 0-140
ATR 0-116 0-113 -0-003 -2.8% 0-000
Volume 354,017 361,944 7,927 2.2% 2,104,147
Daily Pivots for day following 16-Apr-2012
Classic Woodie Camarilla DeMark
R4 124-061 124-026 123-210
R3 123-311 123-276 123-191
R2 123-241 123-241 123-185
R1 123-206 123-206 123-178 123-224
PP 123-171 123-171 123-171 123-179
S1 123-136 123-136 123-166 123-154
S2 123-101 123-101 123-159
S3 123-031 123-066 123-153
S4 122-281 122-316 123-134
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 124-219 124-165 123-229
R3 124-079 124-025 123-190
R2 123-259 123-259 123-178
R1 123-205 123-205 123-165 123-232
PP 123-119 123-119 123-119 123-132
S1 123-065 123-065 123-139 123-092
S2 122-299 122-299 123-126
S3 122-159 122-245 123-114
S4 122-019 122-105 123-075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-205 123-032 0-173 0.4% 0-082 0.2% 81% True False 430,925
10 123-205 122-047 1-158 1.2% 0-107 0.3% 93% True False 443,199
20 123-205 121-135 2-070 1.8% 0-115 0.3% 95% True False 468,598
40 123-205 121-135 2-070 1.8% 0-109 0.3% 95% True False 458,060
60 124-000 121-135 2-185 2.1% 0-093 0.2% 82% False False 305,714
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 0-021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-182
2.618 124-068
1.618 123-318
1.000 123-275
0.618 123-248
HIGH 123-205
0.618 123-178
0.500 123-170
0.382 123-162
LOW 123-135
0.618 123-092
1.000 123-065
1.618 123-022
2.618 122-272
4.250 122-158
Fisher Pivots for day following 16-Apr-2012
Pivot 1 day 3 day
R1 123-171 123-161
PP 123-171 123-151
S1 123-170 123-140

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

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