ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 21-Feb-2012
Day Change Summary
Previous Current
17-Feb-2012 21-Feb-2012 Change Change % Previous Week
Open 123-060 122-300 -0-080 -0.2% 123-120
High 123-060 123-020 -0-040 -0.1% 123-190
Low 122-300 122-270 -0-030 -0.1% 122-300
Close 123-040 122-300 -0-060 -0.2% 123-040
Range 0-080 0-070 -0-010 -12.5% 0-210
ATR 0-072 0-074 0-001 1.7% 0-000
Volume 3,096 10,640 7,544 243.7% 7,379
Daily Pivots for day following 21-Feb-2012
Classic Woodie Camarilla DeMark
R4 123-193 123-157 123-018
R3 123-123 123-087 122-319
R2 123-053 123-053 122-313
R1 123-017 123-017 122-306 123-015
PP 122-303 122-303 122-303 122-302
S1 122-267 122-267 122-294 122-265
S2 122-233 122-233 122-287
S3 122-163 122-197 122-281
S4 122-093 122-127 122-262
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 125-060 124-260 123-156
R3 124-170 124-050 123-098
R2 123-280 123-280 123-078
R1 123-160 123-160 123-059 123-115
PP 123-070 123-070 123-070 123-048
S1 122-270 122-270 123-021 122-225
S2 122-180 122-180 123-002
S3 121-290 122-060 122-302
S4 121-080 121-170 122-244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-190 122-270 0-240 0.6% 0-084 0.2% 13% False True 3,404
10 123-200 122-270 0-250 0.6% 0-069 0.2% 12% False True 2,392
20 124-000 122-270 1-050 0.9% 0-062 0.2% 8% False True 1,691
Crabel Price Patterns
NR True
NR4 True
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 0-006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-318
2.618 123-203
1.618 123-133
1.000 123-090
0.618 123-063
HIGH 123-020
0.618 122-313
0.500 122-305
0.382 122-297
LOW 122-270
0.618 122-227
1.000 122-200
1.618 122-157
2.618 122-087
4.250 121-292
Fisher Pivots for day following 21-Feb-2012
Pivot 1 day 3 day
R1 122-305 123-070
PP 122-303 123-040
S1 122-302 123-010

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

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