ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 26-Jan-2012
Day Change Summary
Previous Current
25-Jan-2012 26-Jan-2012 Change Change % Previous Week
Open 122-300 123-180 0-200 0.5% 123-090
High 123-200 123-250 0-050 0.1% 123-150
Low 122-290 123-180 0-210 0.5% 122-300
Close 123-140 123-230 0-090 0.2% 122-300
Range 0-230 0-070 -0-160 -69.6% 0-170
ATR 0-069 0-071 0-003 4.3% 0-000
Volume 219 871 652 297.7% 816
Daily Pivots for day following 26-Jan-2012
Classic Woodie Camarilla DeMark
R4 124-110 124-080 123-268
R3 124-040 124-010 123-249
R2 123-290 123-290 123-243
R1 123-260 123-260 123-236 123-275
PP 123-220 123-220 123-220 123-228
S1 123-190 123-190 123-224 123-205
S2 123-150 123-150 123-217
S3 123-080 123-120 123-211
S4 123-010 123-050 123-192
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 124-227 124-113 123-074
R3 124-057 123-263 123-027
R2 123-207 123-207 123-011
R1 123-093 123-093 122-316 123-065
PP 123-037 123-037 123-037 123-022
S1 122-243 122-243 122-284 122-215
S2 122-187 122-187 122-269
S3 122-017 122-073 122-253
S4 121-167 121-223 122-206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-250 122-240 1-010 0.8% 0-084 0.2% 94% True False 321
10 123-250 122-240 1-010 0.8% 0-053 0.1% 94% True False 208
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 0-001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-228
2.618 124-113
1.618 124-043
1.000 124-000
0.618 123-293
HIGH 123-250
0.618 123-223
0.500 123-215
0.382 123-207
LOW 123-180
0.618 123-137
1.000 123-110
1.618 123-067
2.618 122-317
4.250 122-202
Fisher Pivots for day following 26-Jan-2012
Pivot 1 day 3 day
R1 123-225 123-188
PP 123-220 123-147
S1 123-215 123-105

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

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