ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 29-Feb-2012
Day Change Summary
Previous Current
28-Feb-2012 29-Feb-2012 Change Change % Previous Week
Open 123-102 123-115 0-013 0.0% 122-300
High 123-147 123-135 -0-012 0.0% 123-060
Low 123-085 123-015 -0-070 -0.2% 122-270
Close 123-125 123-055 -0-070 -0.2% 123-030
Range 0-062 0-120 0-058 93.5% 0-110
ATR 0-075 0-078 0-003 4.4% 0-000
Volume 758,300 752,502 -5,798 -0.8% 463,273
Daily Pivots for day following 29-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-108 124-042 123-121
R3 123-308 123-242 123-088
R2 123-188 123-188 123-077
R1 123-122 123-122 123-066 123-095
PP 123-068 123-068 123-068 123-055
S1 123-002 123-002 123-044 122-295
S2 122-268 122-268 123-033
S3 122-148 122-202 123-022
S4 122-028 122-082 122-309
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
5 123-147 123-000 0-147 0.4% 0-079 0.2% 37% False False 529,849
10 123-190 122-270 0-240 0.6% 0-090 0.2% 44% False False 269,864
20 124-000 122-270 1-050 0.9% 0-068 0.2% 28% False False 135,690
40 124-000 122-200 1-120 1.1% 0-054 0.1% 40% False False 67,928
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 0-014
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 125-005
2.618 124-129
1.618 124-009
1.000 123-255
0.618 123-209
HIGH 123-135
0.618 123-089
0.500 123-075
0.382 123-061
LOW 123-015
0.618 122-261
1.000 122-215
1.618 122-141
2.618 122-021
4.250 121-145
Fisher Pivots for day following 29-Feb-2012
Pivot 1 day 3 day
R1 123-075 123-081
PP 123-068 123-072
S1 123-062 123-064

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

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