ECBOT 5 Year T-Note Future June 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 123-310 124-000 0-010 0.0% 123-300
High 123-310 124-000 0-010 0.0% 124-000
Low 123-310 123-190 -0-120 -0.3% 123-190
Close 123-310 123-190 -0-120 -0.3% 123-190
Range 0-000 0-130 0-130 0-130
ATR 0-059 0-064 0-005 8.6% 0-000
Volume 332 3,514 3,182 958.4% 6,412
Daily Pivots for day following 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-303 124-217 123-262
R3 124-173 124-087 123-226
R2 124-043 124-043 123-214
R1 123-277 123-277 123-202 123-255
PP 123-233 123-233 123-233 123-222
S1 123-147 123-147 123-178 123-125
S2 123-103 123-103 123-166
S3 122-293 123-017 123-154
S4 122-163 122-207 123-118
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-303 124-217 123-262
R3 124-173 124-087 123-226
R2 124-043 124-043 123-214
R1 123-277 123-277 123-202 123-255
PP 123-233 123-233 123-233 123-222
S1 123-147 123-147 123-178 123-125
S2 123-103 123-103 123-166
S3 122-293 123-017 123-154
S4 122-163 122-207 123-118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-000 123-190 0-130 0.3% 0-032 0.1% 0% True True 1,282
10 124-000 122-240 1-080 1.0% 0-062 0.2% 68% True False 779
20 124-000 122-200 1-120 1.1% 0-042 0.1% 70% True False 436
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 0-001
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 125-232
2.618 125-020
1.618 124-210
1.000 124-130
0.618 124-080
HIGH 124-000
0.618 123-270
0.500 123-255
0.382 123-240
LOW 123-190
0.618 123-110
1.000 123-060
1.618 122-300
2.618 122-170
4.250 121-278
Fisher Pivots for day following 03-Feb-2012
Pivot 1 day 3 day
R1 123-255 123-255
PP 123-233 123-233
S1 123-212 123-212

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

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