ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 25-Jan-2012
Day Change Summary
Previous Current
24-Jan-2012 25-Jan-2012 Change Change % Previous Week
Open 122-290 122-300 0-010 0.0% 123-090
High 122-290 123-200 0-230 0.6% 123-150
Low 122-280 122-290 0-010 0.0% 122-300
Close 122-280 123-140 0-180 0.5% 122-300
Range 0-010 0-230 0-220 2,200.0% 0-170
ATR 0-055 0-069 0-013 23.9% 0-000
Volume 141 219 78 55.3% 816
Daily Pivots for day following 25-Jan-2012
Classic Woodie Camarilla DeMark
R4 125-153 125-057 123-266
R3 124-243 124-147 123-203
R2 124-013 124-013 123-182
R1 123-237 123-237 123-161 123-285
PP 123-103 123-103 123-103 123-128
S1 123-007 123-007 123-119 123-055
S2 122-193 122-193 123-098
S3 121-283 122-097 123-077
S4 121-053 121-187 123-014
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
5 123-200 122-240 0-280 0.7% 0-070 0.2% 79% True False 216
10 123-200 122-240 0-280 0.7% 0-046 0.1% 79% True False 121
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-001
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 126-218
2.618 125-162
1.618 124-252
1.000 124-110
0.618 124-022
HIGH 123-200
0.618 123-112
0.500 123-085
0.382 123-058
LOW 122-290
0.618 122-148
1.000 122-060
1.618 121-238
2.618 121-008
4.250 119-272
Fisher Pivots for day following 25-Jan-2012
Pivot 1 day 3 day
R1 123-122 123-113
PP 123-103 123-087
S1 123-085 123-060

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

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