ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary
Previous Current
23-Feb-2012 24-Feb-2012 Change Change % Previous Week
Open 123-040 123-030 -0-010 0.0% 122-300
High 123-060 123-060 0-000 0.0% 123-060
Low 123-000 123-010 0-010 0.0% 122-270
Close 123-040 123-030 -0-010 0.0% 123-030
Range 0-060 0-050 -0-010 -16.7% 0-110
ATR 0-075 0-073 -0-002 -2.4% 0-000
Volume 80,220 339,360 259,140 323.0% 463,273
Daily Pivots for day following 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 123-183 123-157 123-058
R3 123-133 123-107 123-044
R2 123-083 123-083 123-039
R1 123-057 123-057 123-035 123-055
PP 123-033 123-033 123-033 123-032
S1 123-007 123-007 123-025 123-005
S2 122-303 122-303 123-021
S3 122-253 122-277 123-016
S4 122-203 122-227 123-002
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-023 123-297 123-090
R3 123-233 123-187 123-060
R2 123-123 123-123 123-050
R1 123-077 123-077 123-040 123-100
PP 123-013 123-013 123-013 123-025
S1 122-287 122-287 123-020 122-310
S2 122-223 122-223 123-010
S3 122-113 122-177 123-000
S4 122-003 122-067 122-290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-060 122-270 0-110 0.3% 0-074 0.2% 73% True False 93,273
10 123-190 122-270 0-240 0.6% 0-077 0.2% 33% False False 47,338
20 124-000 122-270 1-050 0.9% 0-058 0.1% 22% False False 24,261
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-011
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 123-272
2.618 123-191
1.618 123-141
1.000 123-110
0.618 123-091
HIGH 123-060
0.618 123-041
0.500 123-035
0.382 123-029
LOW 123-010
0.618 122-299
1.000 122-280
1.618 122-249
2.618 122-199
4.250 122-118
Fisher Pivots for day following 24-Feb-2012
Pivot 1 day 3 day
R1 123-035 123-022
PP 123-033 123-013
S1 123-032 123-005

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

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