ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 13-Feb-2012
Day Change Summary
Previous Current
10-Feb-2012 13-Feb-2012 Change Change % Previous Week
Open 123-100 123-120 0-020 0.1% 123-230
High 123-170 123-160 -0-010 0.0% 123-250
Low 123-100 123-100 0-000 0.0% 123-060
Close 123-160 123-100 -0-060 -0.2% 123-160
Range 0-070 0-060 -0-010 -14.3% 0-190
ATR 0-066 0-066 0-000 -0.7% 0-000
Volume 2,733 997 -1,736 -63.5% 8,038
Daily Pivots for day following 13-Feb-2012
Classic Woodie Camarilla DeMark
R4 123-300 123-260 123-133
R3 123-240 123-200 123-116
R2 123-180 123-180 123-111
R1 123-140 123-140 123-106 123-130
PP 123-120 123-120 123-120 123-115
S1 123-080 123-080 123-094 123-070
S2 123-060 123-060 123-089
S3 123-000 123-020 123-084
S4 122-260 122-280 123-067
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
5 123-200 123-060 0-140 0.4% 0-054 0.1% 29% False False 1,379
10 124-000 123-060 0-260 0.7% 0-045 0.1% 15% False False 1,510
20 124-000 122-240 1-080 1.0% 0-050 0.1% 45% False False 882
Crabel Price Patterns
NR True
NR4 False
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 0-005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-095
2.618 123-317
1.618 123-257
1.000 123-220
0.618 123-197
HIGH 123-160
0.618 123-137
0.500 123-130
0.382 123-123
LOW 123-100
0.618 123-063
1.000 123-040
1.618 123-003
2.618 122-263
4.250 122-165
Fisher Pivots for day following 13-Feb-2012
Pivot 1 day 3 day
R1 123-130 123-115
PP 123-120 123-110
S1 123-110 123-105

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

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