ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 02-Feb-2012
Day Change Summary
Previous Current
01-Feb-2012 02-Feb-2012 Change Change % Previous Week
Open 124-020 124-000 -0-020 -0.1% 123-050
High 124-020 124-025 0-005 0.0% 123-305
Low 123-295 123-300 0-005 0.0% 122-315
Close 124-000 124-015 0-015 0.0% 123-285
Range 0-045 0-045 0-000 0.0% 0-310
ATR 0-088 0-085 -0-003 -3.5% 0-000
Volume 434,971 369,130 -65,841 -15.1% 2,658,203
Daily Pivots for day following 02-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-142 124-123 124-040
R3 124-097 124-078 124-027
R2 124-052 124-052 124-023
R1 124-033 124-033 124-019 124-042
PP 124-007 124-007 124-007 124-011
S1 123-308 123-308 124-011 123-318
S2 123-282 123-282 124-007
S3 123-237 123-263 124-003
S4 123-192 123-218 123-310
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
5 124-030 123-242 0-108 0.3% 0-058 0.1% 86% False False 428,619
10 124-030 122-315 1-035 0.9% 0-084 0.2% 96% False False 478,433
20 124-030 122-262 1-088 1.0% 0-086 0.2% 96% False False 439,703
40 124-030 122-167 1-183 1.3% 0-089 0.2% 97% False False 373,358
60 124-030 122-090 1-260 1.5% 0-086 0.2% 97% False False 320,704
80 124-030 120-290 3-060 2.6% 0-071 0.2% 99% False False 240,818
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Fibonacci Retracements and Extensions
4.250 124-216
2.618 124-143
1.618 124-098
1.000 124-070
0.618 124-053
HIGH 124-025
0.618 124-008
0.500 124-002
0.382 123-317
LOW 123-300
0.618 123-272
1.000 123-255
1.618 123-227
2.618 123-182
4.250 123-109
Fisher Pivots for day following 02-Feb-2012
Pivot 1 day 3 day
R1 124-011 124-006
PP 124-007 123-317
S1 124-002 123-308

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

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