ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 09-Feb-2012
Day Change Summary
Previous Current
08-Feb-2012 09-Feb-2012 Change Change % Previous Week
Open 123-140 123-120 -0-020 -0.1% 123-300
High 123-160 123-120 -0-040 -0.1% 124-000
Low 123-130 123-060 -0-070 -0.2% 123-190
Close 123-140 123-080 -0-060 -0.2% 123-190
Range 0-030 0-060 0-030 100.0% 0-130
ATR 0-063 0-064 0-001 1.9% 0-000
Volume 1,535 301 -1,234 -80.4% 6,412
Daily Pivots for day following 09-Feb-2012
Classic Woodie Camarilla DeMark
R4 123-267 123-233 123-113
R3 123-207 123-173 123-096
R2 123-147 123-147 123-091
R1 123-113 123-113 123-086 123-100
PP 123-087 123-087 123-087 123-080
S1 123-053 123-053 123-074 123-040
S2 123-027 123-027 123-069
S3 122-287 122-313 123-064
S4 122-227 122-253 123-047
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
5 124-000 123-060 0-260 0.7% 0-062 0.2% 8% False True 1,763
10 124-000 123-060 0-260 0.7% 0-038 0.1% 8% False True 1,183
20 124-000 122-240 1-080 1.0% 0-046 0.1% 40% False False 696
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-055
2.618 123-277
1.618 123-217
1.000 123-180
0.618 123-157
HIGH 123-120
0.618 123-097
0.500 123-090
0.382 123-083
LOW 123-060
0.618 123-023
1.000 123-000
1.618 122-283
2.618 122-223
4.250 122-125
Fisher Pivots for day following 09-Feb-2012
Pivot 1 day 3 day
R1 123-090 123-130
PP 123-087 123-113
S1 123-083 123-097

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

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