ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 09-Feb-2012

Day Change Summary
	Previous	Current
	08-Feb-2012	09-Feb-2012	Change	Change %	Previous Week
Open	123-187	123-172	-0-015	0.0%	123-282
High	123-210	123-202	-0-008	0.0%	124-037
Low	123-162	123-100	-0-062	-0.2%	123-222
Close	123-185	123-125	-0-060	-0.2%	123-227
Range	0-048	0-102	0-054	112.5%	0-135
ATR	0-085	0-086	0-001	1.5%	0-000
Volume	379,051	504,701	125,650	33.1%	2,271,438

Daily Pivots for day following 09-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-128	124-069	123-181
R3	124-026	123-287	123-153
R2	123-244	123-244	123-144
R1	123-185	123-185	123-134	123-164
PP	123-142	123-142	123-142	123-132
S1	123-083	123-083	123-116	123-062
S2	123-040	123-040	123-106
S3	122-258	122-301	123-097
S4	122-156	122-199	123-069

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-034	124-265	123-301
R3	124-219	124-130	123-264
R2	124-084	124-084	123-252
R1	123-315	123-315	123-239	123-292
PP	123-269	123-269	123-269	123-257
S1	123-180	123-180	123-215	123-157
S2	123-134	123-134	123-202
S3	122-319	123-045	123-190
S4	122-184	122-230	123-153

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-037	123-100	0-257	0.7%	0-088	0.2%	10%	False	True	443,468
10	124-037	123-100	0-257	0.7%	0-073	0.2%	10%	False	True	436,044
20	124-037	122-315	1-042	0.9%	0-085	0.2%	36%	False	False	454,371
40	124-037	122-167	1-190	1.3%	0-086	0.2%	55%	False	False	381,584
60	124-037	122-090	1-267	1.5%	0-090	0.2%	60%	False	False	357,355
80	124-037	121-030	3-007	2.4%	0-076	0.2%	76%	False	False	268,534

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-316
2.618	124-149
1.618	124-047
1.000	123-304
0.618	123-265
HIGH	123-202
0.618	123-163
0.500	123-151
0.382	123-139
LOW	123-100
0.618	123-037
1.000	122-318
1.618	122-255
2.618	122-153
4.250	121-306

Fisher Pivots for day following 09-Feb-2012
Pivot	1 day	3 day
R1	123-151	123-186
PP	123-142	123-166
S1	123-134	123-145

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols