ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 08-Feb-2012
Day Change Summary
Previous Current
07-Feb-2012 08-Feb-2012 Change Change % Previous Week
Open 123-267 123-187 -0-080 -0.2% 123-282
High 123-272 123-210 -0-062 -0.2% 124-037
Low 123-172 123-162 -0-010 0.0% 123-222
Close 123-197 123-185 -0-012 0.0% 123-227
Range 0-100 0-048 -0-052 -52.0% 0-135
ATR 0-088 0-085 -0-003 -3.2% 0-000
Volume 453,885 379,051 -74,834 -16.5% 2,271,438
Daily Pivots for day following 08-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-010 123-305 123-211
R3 123-282 123-257 123-198
R2 123-234 123-234 123-194
R1 123-209 123-209 123-189 123-198
PP 123-186 123-186 123-186 123-180
S1 123-161 123-161 123-181 123-150
S2 123-138 123-138 123-176
S3 123-090 123-113 123-172
S4 123-042 123-065 123-159
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
5 124-037 123-162 0-195 0.5% 0-076 0.2% 12% False True 416,354
10 124-037 123-162 0-195 0.5% 0-073 0.2% 12% False True 446,471
20 124-037 122-315 1-042 0.9% 0-083 0.2% 52% False False 450,337
40 124-037 122-167 1-190 1.3% 0-086 0.2% 66% False False 375,302
60 124-037 122-090 1-267 1.5% 0-088 0.2% 71% False False 349,050
80 124-037 121-030 3-007 2.4% 0-075 0.2% 82% False False 262,225
Crabel Price Patterns
NR True
NR4 True
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 0-015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-094
2.618 124-016
1.618 123-288
1.000 123-258
0.618 123-240
HIGH 123-210
0.618 123-192
0.500 123-186
0.382 123-180
LOW 123-162
0.618 123-132
1.000 123-114
1.618 123-084
2.618 123-036
4.250 122-278
Fisher Pivots for day following 08-Feb-2012
Pivot 1 day 3 day
R1 123-186 123-226
PP 123-186 123-212
S1 123-185 123-199

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

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