ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 22-Feb-2012
Day Change Summary
Previous Current
21-Feb-2012 22-Feb-2012 Change Change % Previous Week
Open 122-300 122-290 -0-010 0.0% 123-120
High 123-020 123-060 0-040 0.1% 123-190
Low 122-270 122-270 0-000 0.0% 122-300
Close 122-300 123-050 0-070 0.2% 123-040
Range 0-070 0-110 0-040 57.1% 0-210
ATR 0-074 0-076 0-003 3.5% 0-000
Volume 10,640 33,053 22,413 210.6% 7,379
Daily Pivots for day following 22-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-030 123-310 123-110
R3 123-240 123-200 123-080
R2 123-130 123-130 123-070
R1 123-090 123-090 123-060 123-110
PP 123-020 123-020 123-020 123-030
S1 122-300 122-300 123-040 123-000
S2 122-230 122-230 123-030
S3 122-120 122-190 123-020
S4 122-010 122-080 122-310
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% 0-100 0.3% 42% False True 9,879
10 123-190 122-270 0-240 0.6% 0-075 0.2% 42% False True 5,564
20 124-000 122-270 1-050 0.9% 0-067 0.2% 27% False True 3,336
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-208
2.618 124-028
1.618 123-238
1.000 123-170
0.618 123-128
HIGH 123-060
0.618 123-018
0.500 123-005
0.382 122-312
LOW 122-270
0.618 122-202
1.000 122-160
1.618 122-092
2.618 121-302
4.250 121-122
Fisher Pivots for day following 22-Feb-2012
Pivot 1 day 3 day
R1 123-035 123-035
PP 123-020 123-020
S1 123-005 123-005

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

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