ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 14-Feb-2012
Day Change Summary
Previous Current
13-Feb-2012 14-Feb-2012 Change Change % Previous Week
Open 123-165 123-147 -0-018 0.0% 123-255
High 123-200 123-182 -0-018 0.0% 123-290
Low 123-135 123-130 -0-005 0.0% 123-100
Close 123-142 123-177 0-035 0.1% 123-200
Range 0-065 0-052 -0-013 -20.0% 0-190
ATR 0-085 0-082 -0-002 -2.8% 0-000
Volume 324,714 410,577 85,863 26.4% 2,068,804
Daily Pivots for day following 14-Feb-2012
Classic Woodie Camarilla DeMark
R4 123-319 123-300 123-206
R3 123-267 123-248 123-191
R2 123-215 123-215 123-187
R1 123-196 123-196 123-182 123-206
PP 123-163 123-163 123-163 123-168
S1 123-144 123-144 123-172 123-154
S2 123-111 123-111 123-167
S3 123-059 123-092 123-163
S4 123-007 123-040 123-148
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
5 123-215 123-100 0-115 0.3% 0-070 0.2% 67% False False 408,317
10 124-037 123-100 0-257 0.7% 0-073 0.2% 30% False False 417,928
20 124-037 122-315 1-042 0.9% 0-083 0.2% 50% False False 451,722
40 124-037 122-167 1-190 1.3% 0-086 0.2% 65% False False 382,513
60 124-037 122-090 1-267 1.5% 0-091 0.2% 69% False False 376,515
80 124-037 121-030 3-007 2.4% 0-079 0.2% 81% False False 283,007
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 0-017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-083
2.618 123-318
1.618 123-266
1.000 123-234
0.618 123-214
HIGH 123-182
0.618 123-162
0.500 123-156
0.382 123-150
LOW 123-130
0.618 123-098
1.000 123-078
1.618 123-046
2.618 122-314
4.250 122-229
Fisher Pivots for day following 14-Feb-2012
Pivot 1 day 3 day
R1 123-170 123-176
PP 123-163 123-174
S1 123-156 123-172

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

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