ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 17-Feb-2012
Day Change Summary
Previous Current
16-Feb-2012 17-Feb-2012 Change Change % Previous Week
Open 123-190 123-060 -0-130 -0.3% 123-120
High 123-190 123-060 -0-130 -0.3% 123-190
Low 123-030 122-300 -0-050 -0.1% 122-300
Close 123-040 123-040 0-000 0.0% 123-040
Range 0-160 0-080 -0-080 -50.0% 0-210
ATR 0-072 0-072 0-001 0.8% 0-000
Volume 1,290 3,096 1,806 140.0% 7,379
Daily Pivots for day following 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 123-267 123-233 123-084
R3 123-187 123-153 123-062
R2 123-107 123-107 123-055
R1 123-073 123-073 123-047 123-050
PP 123-027 123-027 123-027 123-015
S1 122-313 122-313 123-033 122-290
S2 122-267 122-267 123-025
S3 122-187 122-233 123-018
S4 122-107 122-153 122-316
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 125-060 124-260 123-156
R3 124-170 124-050 123-098
R2 123-280 123-280 123-078
R1 123-160 123-160 123-059 123-115
PP 123-070 123-070 123-070 123-048
S1 122-270 122-270 123-021 122-225
S2 122-180 122-180 123-002
S3 121-290 122-060 122-302
S4 121-080 121-170 122-244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-190 122-300 0-210 0.5% 0-082 0.2% 29% False True 1,475
10 123-250 122-300 0-270 0.7% 0-066 0.2% 22% False True 1,541
20 124-000 122-240 1-080 1.0% 0-064 0.2% 30% False False 1,160
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 0-005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-080
2.618 123-269
1.618 123-189
1.000 123-140
0.618 123-109
HIGH 123-060
0.618 123-029
0.500 123-020
0.382 123-011
LOW 122-300
0.618 122-251
1.000 122-220
1.618 122-171
2.618 122-091
4.250 121-280
Fisher Pivots for day following 17-Feb-2012
Pivot 1 day 3 day
R1 123-033 123-085
PP 123-027 123-070
S1 123-020 123-055

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

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