ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 31-Jan-2012
Day Change Summary
Previous Current
30-Jan-2012 31-Jan-2012 Change Change % Previous Week
Open 123-300 123-300 0-000 0.0% 123-030
High 123-300 123-310 0-010 0.0% 123-260
Low 123-280 123-300 0-020 0.1% 122-240
Close 123-280 123-310 0-030 0.1% 123-250
Range 0-020 0-010 -0-010 -50.0% 1-020
ATR 0-068 0-065 -0-003 -4.0% 0-000
Volume 343 613 270 78.7% 1,384
Daily Pivots for day following 31-Jan-2012
Classic Woodie Camarilla DeMark
R4 124-017 124-013 123-316
R3 124-007 124-003 123-313
R2 123-317 123-317 123-312
R1 123-313 123-313 123-311 123-315
PP 123-307 123-307 123-307 123-308
S1 123-303 123-303 123-309 123-305
S2 123-297 123-297 123-308
S3 123-287 123-293 123-307
S4 123-277 123-283 123-304
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
5 123-310 122-290 1-020 0.9% 0-074 0.2% 100% True False 433
10 123-310 122-240 1-070 1.0% 0-050 0.1% 100% True False 307
20 123-310 122-200 1-110 1.1% 0-040 0.1% 100% True False 166
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 124-032
2.618 124-016
1.618 124-006
1.000 124-000
0.618 123-316
HIGH 123-310
0.618 123-306
0.500 123-305
0.382 123-304
LOW 123-300
0.618 123-294
1.000 123-290
1.618 123-284
2.618 123-274
4.250 123-258
Fisher Pivots for day following 31-Jan-2012
Pivot 1 day 3 day
R1 123-308 123-295
PP 123-307 123-280
S1 123-305 123-265

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

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