ECBOT 5 Year T-Note Future June 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	124-000	123-230	-0-090	-0.2%	123-300
High	124-000	123-250	-0-070	-0.2%	124-000
Low	123-190	123-210	0-020	0.1%	123-190
Close	123-190	123-240	0-050	0.1%	123-190
Range	0-130	0-040	-0-090	-69.2%	0-130
ATR	0-064	0-064	0-000	-0.4%	0-000
Volume	3,514	2,136	-1,378	-39.2%	6,412

Daily Pivots for day following 06-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-033	124-017	123-262
R3	123-313	123-297	123-251
R2	123-273	123-273	123-247
R1	123-257	123-257	123-244	123-265
PP	123-233	123-233	123-233	123-238
S1	123-217	123-217	123-236	123-225
S2	123-193	123-193	123-233
S3	123-153	123-177	123-229
S4	123-113	123-137	123-218

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%	0-036	0.1%	38%	False	False	1,641
10	124-000	122-280	1-040	0.9%	0-055	0.1%	78%	False	False	990
20	124-000	122-240	1-080	1.0%	0-038	0.1%	80%	False	False	540

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	0-003
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-100
2.618	124-035
1.618	123-315
1.000	123-290
0.618	123-275
HIGH	123-250
0.618	123-235
0.500	123-230
0.382	123-225
LOW	123-210
0.618	123-185
1.000	123-170
1.618	123-145
2.618	123-105
4.250	123-040

Fisher Pivots for day following 06-Feb-2012
Pivot	1 day	3 day
R1	123-237	123-255
PP	123-233	123-250
S1	123-230	123-245

Download as Excel Spreadsheet

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

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