ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 10-Feb-2012
Day Change Summary
Previous Current
09-Feb-2012 10-Feb-2012 Change Change % Previous Week
Open 123-172 123-132 -0-040 -0.1% 123-255
High 123-202 123-215 0-013 0.0% 123-290
Low 123-100 123-130 0-030 0.1% 123-100
Close 123-125 123-200 0-075 0.2% 123-200
Range 0-102 0-085 -0-017 -16.7% 0-190
ATR 0-086 0-086 0-000 0.3% 0-000
Volume 504,701 422,546 -82,155 -16.3% 2,068,804
Daily Pivots for day following 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-117 124-083 123-247
R3 124-032 123-318 123-223
R2 123-267 123-267 123-216
R1 123-233 123-233 123-208 123-250
PP 123-182 123-182 123-182 123-190
S1 123-148 123-148 123-192 123-165
S2 123-097 123-097 123-184
S3 123-012 123-063 123-177
S4 122-247 122-298 123-153
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 125-127 125-033 123-304
R3 124-257 124-163 123-252
R2 124-067 124-067 123-235
R1 123-293 123-293 123-217 123-245
PP 123-197 123-197 123-197 123-172
S1 123-103 123-103 123-183 123-055
S2 123-007 123-007 123-165
S3 122-137 122-233 123-148
S4 121-267 122-043 123-096
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-290 123-100 0-190 0.5% 0-078 0.2% 53% False False 413,760
10 124-037 123-100 0-257 0.6% 0-075 0.2% 39% False False 434,024
20 124-037 122-315 1-042 0.9% 0-087 0.2% 57% False False 456,064
40 124-037 122-167 1-190 1.3% 0-086 0.2% 69% False False 382,847
60 124-037 122-090 1-267 1.5% 0-090 0.2% 73% False False 364,394
80 124-037 121-030 3-007 2.4% 0-077 0.2% 84% False False 273,816
Crabel Price Patterns
NR True
NR4 False
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 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-256
2.618 124-118
1.618 124-033
1.000 123-300
0.618 123-268
HIGH 123-215
0.618 123-183
0.500 123-172
0.382 123-162
LOW 123-130
0.618 123-077
1.000 123-045
1.618 122-312
2.618 122-227
4.250 122-089
Fisher Pivots for day following 10-Feb-2012
Pivot 1 day 3 day
R1 123-191 123-186
PP 123-182 123-172
S1 123-172 123-158

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

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