ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 09-Feb-2012
Day Change Summary
Previous Current
08-Feb-2012 09-Feb-2012 Change Change % Previous Week
Open 123-187 123-172 -0-015 0.0% 123-282
High 123-210 123-202 -0-008 0.0% 124-037
Low 123-162 123-100 -0-062 -0.2% 123-222
Close 123-185 123-125 -0-060 -0.2% 123-227
Range 0-048 0-102 0-054 112.5% 0-135
ATR 0-085 0-086 0-001 1.5% 0-000
Volume 379,051 504,701 125,650 33.1% 2,271,438
Daily Pivots for day following 09-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-128 124-069 123-181
R3 124-026 123-287 123-153
R2 123-244 123-244 123-144
R1 123-185 123-185 123-134 123-164
PP 123-142 123-142 123-142 123-132
S1 123-083 123-083 123-116 123-062
S2 123-040 123-040 123-106
S3 122-258 122-301 123-097
S4 122-156 122-199 123-069
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
5 124-037 123-100 0-257 0.7% 0-088 0.2% 10% False True 443,468
10 124-037 123-100 0-257 0.7% 0-073 0.2% 10% False True 436,044
20 124-037 122-315 1-042 0.9% 0-085 0.2% 36% False False 454,371
40 124-037 122-167 1-190 1.3% 0-086 0.2% 55% False False 381,584
60 124-037 122-090 1-267 1.5% 0-090 0.2% 60% False False 357,355
80 124-037 121-030 3-007 2.4% 0-076 0.2% 76% False False 268,534
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-316
2.618 124-149
1.618 124-047
1.000 123-304
0.618 123-265
HIGH 123-202
0.618 123-163
0.500 123-151
0.382 123-139
LOW 123-100
0.618 123-037
1.000 122-318
1.618 122-255
2.618 122-153
4.250 121-306
Fisher Pivots for day following 09-Feb-2012
Pivot 1 day 3 day
R1 123-151 123-186
PP 123-142 123-166
S1 123-134 123-145

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

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