ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 06-Feb-2012
Day Change Summary
Previous Current
03-Feb-2012 06-Feb-2012 Change Change % Previous Week
Open 124-015 123-255 -0-080 -0.2% 123-282
High 124-037 123-290 -0-067 -0.2% 124-037
Low 123-222 123-237 0-015 0.0% 123-222
Close 123-227 123-275 0-048 0.1% 123-227
Range 0-135 0-053 -0-082 -60.7% 0-135
ATR 0-088 0-086 -0-002 -2.0% 0-000
Volume 571,084 308,621 -262,463 -46.0% 2,271,438
Daily Pivots for day following 06-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-106 124-084 123-304
R3 124-053 124-031 123-290
R2 124-000 124-000 123-285
R1 123-298 123-298 123-280 123-309
PP 123-267 123-267 123-267 123-273
S1 123-245 123-245 123-270 123-256
S2 123-214 123-214 123-265
S3 123-161 123-192 123-260
S4 123-108 123-139 123-246
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% 0-072 0.2% 39% False False 433,647
10 124-037 123-005 1-032 0.9% 0-085 0.2% 77% False False 483,740
20 124-037 122-315 1-042 0.9% 0-083 0.2% 77% False False 438,527
40 124-037 122-167 1-190 1.3% 0-088 0.2% 84% False False 375,000
60 124-037 122-090 1-267 1.5% 0-087 0.2% 86% False False 335,298
80 124-037 121-030 3-007 2.4% 0-073 0.2% 92% False False 251,814
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-195
2.618 124-109
1.618 124-056
1.000 124-023
0.618 124-003
HIGH 123-290
0.618 123-270
0.500 123-264
0.382 123-257
LOW 123-237
0.618 123-204
1.000 123-184
1.618 123-151
2.618 123-098
4.250 123-012
Fisher Pivots for day following 06-Feb-2012
Pivot 1 day 3 day
R1 123-271 123-290
PP 123-267 123-285
S1 123-264 123-280

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

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