ECBOT 5 Year T-Note Future March 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 123-255 123-267 0-012 0.0% 123-282
High 123-290 123-272 -0-018 0.0% 124-037
Low 123-237 123-172 -0-065 -0.2% 123-222
Close 123-275 123-197 -0-078 -0.2% 123-227
Range 0-053 0-100 0-047 88.7% 0-135
ATR 0-086 0-088 0-001 1.4% 0-000
Volume 308,621 453,885 145,264 47.1% 2,271,438
Daily Pivots for day following 07-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-194 124-135 123-252
R3 124-094 124-035 123-224
R2 123-314 123-314 123-215
R1 123-255 123-255 123-206 123-234
PP 123-214 123-214 123-214 123-203
S1 123-155 123-155 123-188 123-134
S2 123-114 123-114 123-179
S3 123-014 123-055 123-170
S4 122-234 122-275 123-142
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 125-034 124-265 123-301
R3 124-219 124-130 123-264
R2 124-084 124-084 123-252
R1 123-315 123-315 123-239 123-292
PP 123-269 123-269 123-269 123-257
S1 123-180 123-180 123-215 123-157
S2 123-134 123-134 123-202
S3 122-319 123-045 123-190
S4 122-184 122-230 123-153
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-037 123-172 0-185 0.5% 0-076 0.2% 14% False True 427,538
10 124-037 123-020 1-017 0.9% 0-091 0.2% 53% False False 492,229
20 124-037 122-315 1-042 0.9% 0-084 0.2% 56% False False 448,057
40 124-037 122-167 1-190 1.3% 0-087 0.2% 69% False False 374,415
60 124-037 122-090 1-267 1.5% 0-088 0.2% 73% False False 342,782
80 124-037 121-030 3-007 2.4% 0-074 0.2% 83% False False 257,487
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 0-014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-057
2.618 124-214
1.618 124-114
1.000 124-052
0.618 124-014
HIGH 123-272
0.618 123-234
0.500 123-222
0.382 123-210
LOW 123-172
0.618 123-110
1.000 123-072
1.618 123-010
2.618 122-230
4.250 122-067
Fisher Pivots for day following 07-Feb-2012
Pivot 1 day 3 day
R1 123-222 123-264
PP 123-214 123-242
S1 123-205 123-220

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

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