ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 23-Feb-2012
Day Change Summary
Previous Current
22-Feb-2012 23-Feb-2012 Change Change % Previous Week
Open 122-290 123-040 0-070 0.2% 123-120
High 123-060 123-060 0-000 0.0% 123-190
Low 122-270 123-000 0-050 0.1% 122-300
Close 123-050 123-040 -0-010 0.0% 123-040
Range 0-110 0-060 -0-050 -45.5% 0-210
ATR 0-076 0-075 -0-001 -1.5% 0-000
Volume 33,053 80,220 47,167 142.7% 7,379
Daily Pivots for day following 23-Feb-2012
Classic Woodie Camarilla DeMark
R4 123-213 123-187 123-073
R3 123-153 123-127 123-056
R2 123-093 123-093 123-051
R1 123-067 123-067 123-046 123-070
PP 123-033 123-033 123-033 123-035
S1 123-007 123-007 123-034 123-010
S2 122-293 122-293 123-029
S3 122-233 122-267 123-024
S4 122-173 122-207 123-007
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% 0-096 0.2% 38% False False 25,659
10 123-190 122-270 0-240 0.6% 0-078 0.2% 38% False False 13,432
20 124-000 122-270 1-050 0.9% 0-058 0.1% 24% False False 7,336
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-009
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 123-315
2.618 123-217
1.618 123-157
1.000 123-120
0.618 123-097
HIGH 123-060
0.618 123-037
0.500 123-030
0.382 123-023
LOW 123-000
0.618 122-283
1.000 122-260
1.618 122-223
2.618 122-163
4.250 122-065
Fisher Pivots for day following 23-Feb-2012
Pivot 1 day 3 day
R1 123-037 123-028
PP 123-033 123-017
S1 123-030 123-005

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

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