ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 10-Feb-2012
Day Change Summary
Previous Current
09-Feb-2012 10-Feb-2012 Change Change % Previous Week
Open 123-120 123-100 -0-020 -0.1% 123-230
High 123-120 123-170 0-050 0.1% 123-250
Low 123-060 123-100 0-040 0.1% 123-060
Close 123-080 123-160 0-080 0.2% 123-160
Range 0-060 0-070 0-010 16.7% 0-190
ATR 0-064 0-066 0-002 2.9% 0-000
Volume 301 2,733 2,432 808.0% 8,038
Daily Pivots for day following 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-033 124-007 123-198
R3 123-283 123-257 123-179
R2 123-213 123-213 123-173
R1 123-187 123-187 123-166 123-200
PP 123-143 123-143 123-143 123-150
S1 123-117 123-117 123-154 123-130
S2 123-073 123-073 123-147
S3 123-003 123-047 123-141
S4 122-253 122-297 123-122
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 125-087 124-313 123-264
R3 124-217 124-123 123-212
R2 124-027 124-027 123-195
R1 123-253 123-253 123-177 123-205
PP 123-157 123-157 123-157 123-132
S1 123-063 123-063 123-143 123-015
S2 122-287 122-287 123-125
S3 122-097 122-193 123-108
S4 121-227 122-003 123-056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-250 123-060 0-190 0.5% 0-050 0.1% 53% False False 1,607
10 124-000 123-060 0-260 0.7% 0-041 0.1% 38% False False 1,445
20 124-000 122-240 1-080 1.0% 0-048 0.1% 60% False False 832
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 124-148
2.618 124-033
1.618 123-283
1.000 123-240
0.618 123-213
HIGH 123-170
0.618 123-143
0.500 123-135
0.382 123-127
LOW 123-100
0.618 123-057
1.000 123-030
1.618 122-307
2.618 122-237
4.250 122-122
Fisher Pivots for day following 10-Feb-2012
Pivot 1 day 3 day
R1 123-152 123-145
PP 123-143 123-130
S1 123-135 123-115

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

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