ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 19-Jan-2012
Day Change Summary
Previous Current
18-Jan-2012 19-Jan-2012 Change Change % Previous Week
Open 123-100 123-040 -0-060 -0.2% 123-030
High 123-110 123-040 -0-070 -0.2% 123-150
Low 123-100 123-040 -0-060 -0.2% 123-010
Close 123-110 123-040 -0-070 -0.2% 123-130
Range 0-010 0-000 -0-010 -100.0% 0-140
ATR 0-000 0-054 0-054 0-000
Volume 49 345 296 604.1% 66
Daily Pivots for day following 19-Jan-2012
Classic Woodie Camarilla DeMark
R4 123-040 123-040 123-040
R3 123-040 123-040 123-040
R2 123-040 123-040 123-040
R1 123-040 123-040 123-040 123-040
PP 123-040 123-040 123-040 123-040
S1 123-040 123-040 123-040 123-040
S2 123-040 123-040 123-040
S3 123-040 123-040 123-040
S4 123-040 123-040 123-040
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 124-197 124-143 123-207
R3 124-057 124-003 123-168
R2 123-237 123-237 123-156
R1 123-183 123-183 123-143 123-210
PP 123-097 123-097 123-097 123-110
S1 123-043 123-043 123-117 123-070
S2 122-277 122-277 123-104
S3 122-137 122-223 123-092
S4 121-317 122-083 123-053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-150 123-040 0-110 0.3% 0-022 0.1% 0% False True 95
10 123-150 122-200 0-270 0.7% 0-024 0.1% 59% False False 64
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 123-040
2.618 123-040
1.618 123-040
1.000 123-040
0.618 123-040
HIGH 123-040
0.618 123-040
0.500 123-040
0.382 123-040
LOW 123-040
0.618 123-040
1.000 123-040
1.618 123-040
2.618 123-040
4.250 123-040
Fisher Pivots for day following 19-Jan-2012
Pivot 1 day 3 day
R1 123-040 123-095
PP 123-040 123-077
S1 123-040 123-058

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

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