ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 24-Jan-2012
Day Change Summary
Previous Current
23-Jan-2012 24-Jan-2012 Change Change % Previous Week
Open 123-030 122-290 -0-060 -0.2% 123-090
High 123-030 122-290 -0-060 -0.2% 123-150
Low 122-240 122-280 0-040 0.1% 122-300
Close 122-270 122-280 0-010 0.0% 122-300
Range 0-110 0-010 -0-100 -90.9% 0-170
ATR 0-058 0-055 -0-003 -4.7% 0-000
Volume 31 141 110 354.8% 816
Daily Pivots for day following 24-Jan-2012
Classic Woodie Camarilla DeMark
R4 122-313 122-307 122-286
R3 122-303 122-297 122-283
R2 122-293 122-293 122-282
R1 122-287 122-287 122-281 122-285
PP 122-283 122-283 122-283 122-282
S1 122-277 122-277 122-279 122-275
S2 122-273 122-273 122-278
S3 122-263 122-267 122-277
S4 122-253 122-257 122-274
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
5 123-110 122-240 0-190 0.5% 0-026 0.1% 21% False False 182
10 123-150 122-240 0-230 0.6% 0-023 0.1% 17% False False 105
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 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-012
2.618 122-316
1.618 122-306
1.000 122-300
0.618 122-296
HIGH 122-290
0.618 122-286
0.500 122-285
0.382 122-284
LOW 122-280
0.618 122-274
1.000 122-270
1.618 122-264
2.618 122-254
4.250 122-238
Fisher Pivots for day following 24-Jan-2012
Pivot 1 day 3 day
R1 122-285 122-295
PP 122-283 122-290
S1 122-282 122-285

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

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