ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 15-Feb-2012
Day Change Summary
Previous Current
14-Feb-2012 15-Feb-2012 Change Change % Previous Week
Open 123-110 123-110 0-000 0.0% 123-230
High 123-140 123-190 0-050 0.1% 123-250
Low 123-110 123-110 0-000 0.0% 123-060
Close 123-140 123-170 0-030 0.1% 123-160
Range 0-030 0-080 0-050 166.7% 0-190
ATR 0-064 0-065 0-001 1.8% 0-000
Volume 677 1,319 642 94.8% 8,038
Daily Pivots for day following 15-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-077 124-043 123-214
R3 123-317 123-283 123-192
R2 123-237 123-237 123-185
R1 123-203 123-203 123-177 123-220
PP 123-157 123-157 123-157 123-165
S1 123-123 123-123 123-163 123-140
S2 123-077 123-077 123-155
S3 122-317 123-043 123-148
S4 122-237 122-283 123-126
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
5 123-190 123-060 0-130 0.3% 0-060 0.2% 85% True False 1,205
10 124-000 123-060 0-260 0.7% 0-055 0.1% 42% False False 1,487
20 124-000 122-240 1-080 1.0% 0-052 0.1% 63% False False 975
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-005
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 124-210
2.618 124-079
1.618 123-319
1.000 123-270
0.618 123-239
HIGH 123-190
0.618 123-159
0.500 123-150
0.382 123-141
LOW 123-110
0.618 123-061
1.000 123-030
1.618 122-301
2.618 122-221
4.250 122-090
Fisher Pivots for day following 15-Feb-2012
Pivot 1 day 3 day
R1 123-163 123-162
PP 123-157 123-153
S1 123-150 123-145

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

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