ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 06-Feb-2012
Day Change Summary
Previous Current
03-Feb-2012 06-Feb-2012 Change Change % Previous Week
Open 124-000 123-230 -0-090 -0.2% 123-300
High 124-000 123-250 -0-070 -0.2% 124-000
Low 123-190 123-210 0-020 0.1% 123-190
Close 123-190 123-240 0-050 0.1% 123-190
Range 0-130 0-040 -0-090 -69.2% 0-130
ATR 0-064 0-064 0-000 -0.4% 0-000
Volume 3,514 2,136 -1,378 -39.2% 6,412
Daily Pivots for day following 06-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-033 124-017 123-262
R3 123-313 123-297 123-251
R2 123-273 123-273 123-247
R1 123-257 123-257 123-244 123-265
PP 123-233 123-233 123-233 123-238
S1 123-217 123-217 123-236 123-225
S2 123-193 123-193 123-233
S3 123-153 123-177 123-229
S4 123-113 123-137 123-218
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-303 124-217 123-262
R3 124-173 124-087 123-226
R2 124-043 124-043 123-214
R1 123-277 123-277 123-202 123-255
PP 123-233 123-233 123-233 123-222
S1 123-147 123-147 123-178 123-125
S2 123-103 123-103 123-166
S3 122-293 123-017 123-154
S4 122-163 122-207 123-118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-000 123-190 0-130 0.3% 0-036 0.1% 38% False False 1,641
10 124-000 122-280 1-040 0.9% 0-055 0.1% 78% False False 990
20 124-000 122-240 1-080 1.0% 0-038 0.1% 80% False False 540
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 0-003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-100
2.618 124-035
1.618 123-315
1.000 123-290
0.618 123-275
HIGH 123-250
0.618 123-235
0.500 123-230
0.382 123-225
LOW 123-210
0.618 123-185
1.000 123-170
1.618 123-145
2.618 123-105
4.250 123-040
Fisher Pivots for day following 06-Feb-2012
Pivot 1 day 3 day
R1 123-237 123-255
PP 123-233 123-250
S1 123-230 123-245

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

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