ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 123-180 123-220 0-040 0.1% 123-030
High 123-250 123-260 0-010 0.0% 123-260
Low 123-180 123-220 0-040 0.1% 122-240
Close 123-230 123-250 0-020 0.1% 123-250
Range 0-070 0-040 -0-030 -42.9% 1-020
ATR 0-071 0-069 -0-002 -3.1% 0-000
Volume 871 122 -749 -86.0% 1,384
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 124-043 124-027 123-272
R3 124-003 123-307 123-261
R2 123-283 123-283 123-257
R1 123-267 123-267 123-254 123-275
PP 123-243 123-243 123-243 123-248
S1 123-227 123-227 123-246 123-235
S2 123-203 123-203 123-243
S3 123-163 123-187 123-239
S4 123-123 123-147 123-228
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 126-203 126-087 124-117
R3 125-183 125-067 124-024
R2 124-163 124-163 123-312
R1 124-047 124-047 123-281 124-105
PP 123-143 123-143 123-143 123-172
S1 123-027 123-027 123-219 123-085
S2 122-123 122-123 123-188
S3 121-103 122-007 123-156
S4 120-083 120-307 123-063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-260 122-240 1-020 0.9% 0-092 0.2% 97% True False 276
10 123-260 122-240 1-020 0.9% 0-056 0.1% 97% True False 220
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 3 trading days
Fibonacci Retracements and Extensions
4.250 124-110
2.618 124-045
1.618 124-005
1.000 123-300
0.618 123-285
HIGH 123-260
0.618 123-245
0.500 123-240
0.382 123-235
LOW 123-220
0.618 123-195
1.000 123-180
1.618 123-155
2.618 123-115
4.250 123-050
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 123-247 123-205
PP 123-243 123-160
S1 123-240 123-115

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

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