ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 07-Feb-2012
Day Change Summary
Previous Current
06-Feb-2012 07-Feb-2012 Change Change % Previous Week
Open 123-230 123-200 -0-030 -0.1% 123-300
High 123-250 123-200 -0-050 -0.1% 124-000
Low 123-210 123-150 -0-060 -0.2% 123-190
Close 123-240 123-160 -0-080 -0.2% 123-190
Range 0-040 0-050 0-010 25.0% 0-130
ATR 0-064 0-066 0-002 2.9% 0-000
Volume 2,136 1,333 -803 -37.6% 6,412
Daily Pivots for day following 07-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-000 123-290 123-188
R3 123-270 123-240 123-174
R2 123-220 123-220 123-169
R1 123-190 123-190 123-165 123-180
PP 123-170 123-170 123-170 123-165
S1 123-140 123-140 123-155 123-130
S2 123-120 123-120 123-151
S3 123-070 123-090 123-146
S4 123-020 123-040 123-132
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
5 124-000 123-150 0-170 0.4% 0-044 0.1% 6% False True 1,785
10 124-000 122-290 1-030 0.9% 0-059 0.1% 54% False False 1,109
20 124-000 122-240 1-080 1.0% 0-041 0.1% 60% False False 607
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-092
2.618 124-011
1.618 123-281
1.000 123-250
0.618 123-231
HIGH 123-200
0.618 123-181
0.500 123-175
0.382 123-169
LOW 123-150
0.618 123-119
1.000 123-100
1.618 123-069
2.618 123-019
4.250 122-258
Fisher Pivots for day following 07-Feb-2012
Pivot 1 day 3 day
R1 123-175 123-235
PP 123-170 123-210
S1 123-165 123-185

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

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