ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 01-Feb-2012
Day Change Summary
Previous Current
31-Jan-2012 01-Feb-2012 Change Change % Previous Week
Open 123-307 124-020 0-033 0.1% 123-050
High 124-030 124-020 -0-010 0.0% 123-305
Low 123-267 123-295 0-028 0.1% 122-315
Close 124-015 124-000 -0-015 0.0% 123-285
Range 0-083 0-045 -0-038 -45.8% 0-310
ATR 0-091 0-088 -0-003 -3.6% 0-000
Volume 484,430 434,971 -49,459 -10.2% 2,658,203
Daily Pivots for day following 01-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-133 124-112 124-025
R3 124-088 124-067 124-012
R2 124-043 124-043 124-008
R1 124-022 124-022 124-004 124-010
PP 123-318 123-318 123-318 123-312
S1 123-297 123-297 123-316 123-285
S2 123-273 123-273 123-312
S3 123-228 123-252 123-308
S4 123-183 123-207 123-295
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 126-165 126-055 124-136
R3 125-175 125-065 124-050
R2 124-185 124-185 124-022
R1 124-075 124-075 123-313 124-130
PP 123-195 123-195 123-195 123-222
S1 123-085 123-085 123-257 123-140
S2 122-205 122-205 123-228
S3 121-215 122-095 123-200
S4 120-225 121-105 123-114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-030 123-200 0-150 0.4% 0-069 0.2% 80% False False 476,588
10 124-030 122-315 1-035 0.9% 0-091 0.2% 92% False False 489,599
20 124-030 122-262 1-088 1.0% 0-086 0.2% 93% False False 439,114
40 124-030 122-162 1-188 1.3% 0-090 0.2% 94% False False 373,856
60 124-030 122-090 1-260 1.5% 0-086 0.2% 95% False False 314,574
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 124-211
2.618 124-138
1.618 124-093
1.000 124-065
0.618 124-048
HIGH 124-020
0.618 124-003
0.500 123-318
0.382 123-312
LOW 123-295
0.618 123-267
1.000 123-250
1.618 123-222
2.618 123-177
4.250 123-104
Fisher Pivots for day following 01-Feb-2012
Pivot 1 day 3 day
R1 123-319 123-316
PP 123-318 123-312
S1 123-318 123-308

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

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