ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 13-Feb-2012
Day Change Summary
Previous Current
10-Feb-2012 13-Feb-2012 Change Change % Previous Week
Open 123-132 123-165 0-033 0.1% 123-255
High 123-215 123-200 -0-015 0.0% 123-290
Low 123-130 123-135 0-005 0.0% 123-100
Close 123-200 123-142 -0-058 -0.1% 123-200
Range 0-085 0-065 -0-020 -23.5% 0-190
ATR 0-086 0-085 -0-002 -1.8% 0-000
Volume 422,546 324,714 -97,832 -23.2% 2,068,804
Daily Pivots for day following 13-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-034 123-313 123-178
R3 123-289 123-248 123-160
R2 123-224 123-224 123-154
R1 123-183 123-183 123-148 123-171
PP 123-159 123-159 123-159 123-153
S1 123-118 123-118 123-136 123-106
S2 123-094 123-094 123-130
S3 123-029 123-053 123-124
S4 122-284 122-308 123-106
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
5 123-272 123-100 0-172 0.4% 0-080 0.2% 24% False False 416,979
10 124-037 123-100 0-257 0.7% 0-076 0.2% 16% False False 425,313
20 124-037 122-315 1-042 0.9% 0-084 0.2% 41% False False 449,992
40 124-037 122-167 1-190 1.3% 0-086 0.2% 58% False False 380,743
60 124-037 122-090 1-267 1.5% 0-091 0.2% 63% False False 369,735
80 124-037 121-030 3-007 2.4% 0-078 0.2% 78% False False 277,875
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-156
2.618 124-050
1.618 123-305
1.000 123-265
0.618 123-240
HIGH 123-200
0.618 123-175
0.500 123-168
0.382 123-160
LOW 123-135
0.618 123-095
1.000 123-070
1.618 123-030
2.618 122-285
4.250 122-179
Fisher Pivots for day following 13-Feb-2012
Pivot 1 day 3 day
R1 123-168 123-158
PP 123-159 123-152
S1 123-150 123-147

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

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