ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 27-Feb-2012
Day Change Summary
Previous Current
24-Feb-2012 27-Feb-2012 Change Change % Previous Week
Open 123-030 123-027 -0-003 0.0% 122-300
High 123-060 123-120 0-060 0.2% 123-060
Low 123-010 123-015 0-005 0.0% 122-270
Close 123-030 123-105 0-075 0.2% 123-030
Range 0-050 0-105 0-055 110.0% 0-110
ATR 0-073 0-076 0-002 3.1% 0-000
Volume 339,360 718,864 379,504 111.8% 463,273
Daily Pivots for day following 27-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-075 124-035 123-163
R3 123-290 123-250 123-134
R2 123-185 123-185 123-124
R1 123-145 123-145 123-115 123-165
PP 123-080 123-080 123-080 123-090
S1 123-040 123-040 123-095 123-060
S2 122-295 122-295 123-086
S3 122-190 122-255 123-076
S4 122-085 122-150 123-047
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-023 123-297 123-090
R3 123-233 123-187 123-060
R2 123-123 123-123 123-050
R1 123-077 123-077 123-040 123-100
PP 123-013 123-013 123-013 123-025
S1 122-287 122-287 123-020 122-310
S2 122-223 122-223 123-010
S3 122-113 122-177 123-000
S4 122-003 122-067 122-290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-120 122-270 0-170 0.4% 0-079 0.2% 91% True False 236,427
10 123-190 122-270 0-240 0.6% 0-080 0.2% 65% False False 118,951
20 124-000 122-270 1-050 0.9% 0-061 0.2% 42% False False 60,198
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 0-012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-246
2.618 124-075
1.618 123-290
1.000 123-225
0.618 123-185
HIGH 123-120
0.618 123-080
0.500 123-068
0.382 123-055
LOW 123-015
0.618 122-270
1.000 122-230
1.618 122-165
2.618 122-060
4.250 121-209
Fisher Pivots for day following 27-Feb-2012
Pivot 1 day 3 day
R1 123-092 123-090
PP 123-080 123-075
S1 123-068 123-060

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

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