ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 23-Jan-2012
Day Change Summary
Previous Current
20-Jan-2012 23-Jan-2012 Change Change % Previous Week
Open 122-300 123-030 0-050 0.1% 123-090
High 122-300 123-030 0-050 0.1% 123-150
Low 122-300 122-240 -0-060 -0.2% 122-300
Close 122-300 122-270 -0-030 -0.1% 122-300
Range 0-000 0-110 0-110 0-170
ATR 0-054 0-058 0-004 7.4% 0-000
Volume 345 31 -314 -91.0% 816
Daily Pivots for day following 23-Jan-2012
Classic Woodie Camarilla DeMark
R4 123-297 123-233 123-010
R3 123-187 123-123 122-300
R2 123-077 123-077 122-290
R1 123-013 123-013 122-280 122-310
PP 122-287 122-287 122-287 122-275
S1 122-223 122-223 122-260 122-200
S2 122-177 122-177 122-250
S3 122-067 122-113 122-240
S4 121-277 122-003 122-210
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 124-227 124-113 123-074
R3 124-057 123-263 123-027
R2 123-207 123-207 123-011
R1 123-093 123-093 122-316 123-065
PP 123-037 123-037 123-037 123-022
S1 122-243 122-243 122-284 122-215
S2 122-187 122-187 122-269
S3 122-017 122-073 122-253
S4 121-167 121-223 122-206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-150 122-240 0-230 0.6% 0-036 0.1% 13% False True 169
10 123-150 122-240 0-230 0.6% 0-022 0.1% 13% False True 91
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 124-178
2.618 123-318
1.618 123-208
1.000 123-140
0.618 123-098
HIGH 123-030
0.618 122-308
0.500 122-295
0.382 122-282
LOW 122-240
0.618 122-172
1.000 122-130
1.618 122-062
2.618 121-272
4.250 121-092
Fisher Pivots for day following 23-Jan-2012
Pivot 1 day 3 day
R1 122-295 122-300
PP 122-287 122-290
S1 122-278 122-280

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

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