ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 30-Jan-2012
Day Change Summary
Previous Current
27-Jan-2012 30-Jan-2012 Change Change % Previous Week
Open 123-220 123-300 0-080 0.2% 123-030
High 123-260 123-300 0-040 0.1% 123-260
Low 123-220 123-280 0-060 0.2% 122-240
Close 123-250 123-280 0-030 0.1% 123-250
Range 0-040 0-020 -0-020 -50.0% 1-020
ATR 0-069 0-068 -0-001 -2.0% 0-000
Volume 122 343 221 181.1% 1,384
Daily Pivots for day following 30-Jan-2012
Classic Woodie Camarilla DeMark
R4 124-027 124-013 123-291
R3 124-007 123-313 123-286
R2 123-307 123-307 123-284
R1 123-293 123-293 123-282 123-290
PP 123-287 123-287 123-287 123-285
S1 123-273 123-273 123-278 123-270
S2 123-267 123-267 123-276
S3 123-247 123-253 123-274
S4 123-227 123-233 123-269
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 126-203 126-087 124-117
R3 125-183 125-067 124-024
R2 124-163 124-163 123-312
R1 124-047 124-047 123-281 124-105
PP 123-143 123-143 123-143 123-172
S1 123-027 123-027 123-219 123-085
S2 122-123 122-123 123-188
S3 121-103 122-007 123-156
S4 120-083 120-307 123-063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-300 122-280 1-020 0.9% 0-074 0.2% 94% True False 339
10 123-300 122-240 1-060 1.0% 0-055 0.1% 95% True False 254
20 123-300 122-200 1-100 1.1% 0-040 0.1% 95% True False 136
Crabel Price Patterns
NR True
NR4 True
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 0-001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-065
2.618 124-032
1.618 124-012
1.000 124-000
0.618 123-312
HIGH 123-300
0.618 123-292
0.500 123-290
0.382 123-288
LOW 123-280
0.618 123-268
1.000 123-260
1.618 123-248
2.618 123-228
4.250 123-195
Fisher Pivots for day following 30-Jan-2012
Pivot 1 day 3 day
R1 123-290 123-267
PP 123-287 123-253
S1 123-283 123-240

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

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