ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 03-Feb-2012
Day Change Summary
Previous Current
02-Feb-2012 03-Feb-2012 Change Change % Previous Week
Open 124-000 124-015 0-015 0.0% 123-282
High 124-025 124-037 0-012 0.0% 124-037
Low 123-300 123-222 -0-078 -0.2% 123-222
Close 124-015 123-227 -0-108 -0.3% 123-227
Range 0-045 0-135 0-090 200.0% 0-135
ATR 0-085 0-088 0-004 4.3% 0-000
Volume 369,130 571,084 201,954 54.7% 2,271,438
Daily Pivots for day following 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
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
5 124-037 123-222 0-135 0.3% 0-073 0.2% 4% True True 454,287
10 124-037 122-315 1-042 0.9% 0-089 0.2% 64% True False 492,964
20 124-037 122-262 1-095 1.0% 0-088 0.2% 69% True False 444,030
40 124-037 122-167 1-190 1.3% 0-090 0.2% 75% True False 378,335
60 124-037 122-090 1-267 1.5% 0-087 0.2% 78% True False 330,179
80 124-037 121-030 3-007 2.4% 0-073 0.2% 87% True False 247,956
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 125-291
2.618 125-070
1.618 124-255
1.000 124-172
0.618 124-120
HIGH 124-037
0.618 123-305
0.500 123-290
0.382 123-274
LOW 123-222
0.618 123-139
1.000 123-087
1.618 123-004
2.618 122-189
4.250 121-288
Fisher Pivots for day following 03-Feb-2012
Pivot 1 day 3 day
R1 123-290 123-290
PP 123-269 123-269
S1 123-248 123-248

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

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