ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 17-Feb-2012
Day Change Summary
Previous Current
16-Feb-2012 17-Feb-2012 Change Change % Previous Week
Open 123-207 123-097 -0-110 -0.3% 123-165
High 123-230 123-112 -0-118 -0.3% 123-230
Low 123-067 123-030 -0-037 -0.1% 123-030
Close 123-090 123-095 0-005 0.0% 123-095
Range 0-163 0-082 -0-081 -49.7% 0-200
ATR 0-089 0-088 0-000 -0.5% 0-000
Volume 620,447 471,543 -148,904 -24.0% 2,312,995
Daily Pivots for day following 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-005 123-292 123-140
R3 123-243 123-210 123-118
R2 123-161 123-161 123-110
R1 123-128 123-128 123-103 123-104
PP 123-079 123-079 123-079 123-067
S1 123-046 123-046 123-087 123-022
S2 122-317 122-317 123-080
S3 122-235 122-284 123-072
S4 122-153 122-202 123-050
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 125-078 124-287 123-205
R3 124-198 124-087 123-150
R2 123-318 123-318 123-132
R1 123-207 123-207 123-113 123-162
PP 123-118 123-118 123-118 123-096
S1 123-007 123-007 123-077 122-282
S2 122-238 122-238 123-058
S3 122-038 122-127 123-040
S4 121-158 121-247 122-305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-230 123-030 0-200 0.5% 0-090 0.2% 33% False True 462,599
10 123-290 123-030 0-260 0.7% 0-084 0.2% 25% False True 438,179
20 124-037 122-315 1-042 0.9% 0-087 0.2% 28% False False 465,572
40 124-037 122-167 1-190 1.3% 0-087 0.2% 49% False False 397,218
60 124-037 122-090 1-267 1.5% 0-092 0.2% 55% False False 402,463
80 124-037 121-030 3-007 2.5% 0-083 0.2% 73% False False 302,724
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 0-019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-140
2.618 124-007
1.618 123-245
1.000 123-194
0.618 123-163
HIGH 123-112
0.618 123-081
0.500 123-071
0.382 123-061
LOW 123-030
0.618 122-299
1.000 122-268
1.618 122-217
2.618 122-135
4.250 122-002
Fisher Pivots for day following 17-Feb-2012
Pivot 1 day 3 day
R1 123-087 123-130
PP 123-079 123-118
S1 123-071 123-107

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

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