ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 16-Feb-2012
Day Change Summary
Previous Current
15-Feb-2012 16-Feb-2012 Change Change % Previous Week
Open 123-110 123-190 0-080 0.2% 123-230
High 123-190 123-190 0-000 0.0% 123-250
Low 123-110 123-030 -0-080 -0.2% 123-060
Close 123-170 123-040 -0-130 -0.3% 123-160
Range 0-080 0-160 0-080 100.0% 0-190
ATR 0-065 0-072 0-007 10.4% 0-000
Volume 1,319 1,290 -29 -2.2% 8,038
Daily Pivots for day following 16-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-247 124-143 123-128
R3 124-087 123-303 123-084
R2 123-247 123-247 123-069
R1 123-143 123-143 123-055 123-115
PP 123-087 123-087 123-087 123-072
S1 122-303 122-303 123-025 122-275
S2 122-247 122-247 123-011
S3 122-087 122-143 122-316
S4 121-247 121-303 122-272
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
5 123-190 123-030 0-160 0.4% 0-080 0.2% 6% True True 1,403
10 124-000 123-030 0-290 0.7% 0-071 0.2% 3% False True 1,583
20 124-000 122-240 1-080 1.0% 0-060 0.2% 30% False False 1,023
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 16 trading days
Fibonacci Retracements and Extensions
4.250 125-230
2.618 124-289
1.618 124-129
1.000 124-030
0.618 123-289
HIGH 123-190
0.618 123-129
0.500 123-110
0.382 123-091
LOW 123-030
0.618 122-251
1.000 122-190
1.618 122-091
2.618 121-251
4.250 120-310
Fisher Pivots for day following 16-Feb-2012
Pivot 1 day 3 day
R1 123-110 123-110
PP 123-087 123-087
S1 123-063 123-063

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

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