ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 04-Jan-2012
Day Change Summary
Previous Current
03-Jan-2012 04-Jan-2012 Change Change % Previous Week
Open 123-047 123-027 -0-020 -0.1% 122-190
High 123-057 123-050 -0-007 0.0% 123-100
Low 123-010 123-000 -0-010 0.0% 122-167
Close 123-017 123-020 0-003 0.0% 123-082
Range 0-047 0-050 0-003 6.4% 0-253
ATR 0-096 0-092 -0-003 -3.4% 0-000
Volume 309,233 357,353 48,120 15.6% 666,597
Daily Pivots for day following 04-Jan-2012
Classic Woodie Camarilla DeMark
R4 123-173 123-147 123-048
R3 123-123 123-097 123-034
R2 123-073 123-073 123-029
R1 123-047 123-047 123-025 123-035
PP 123-023 123-023 123-023 123-018
S1 122-317 122-317 123-015 122-305
S2 122-293 122-293 123-011
S3 122-243 122-267 123-006
S4 122-193 122-217 122-312
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 125-129 125-038 123-221
R3 124-196 124-105 123-152
R2 123-263 123-263 123-128
R1 123-172 123-172 123-105 123-218
PP 123-010 123-010 123-010 123-032
S1 122-239 122-239 123-059 122-284
S2 122-077 122-077 123-036
S3 121-144 121-306 123-012
S4 120-211 121-053 122-263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-100 122-202 0-218 0.6% 0-083 0.2% 63% False False 246,679
10 123-105 122-167 0-258 0.7% 0-091 0.2% 67% False False 251,783
20 123-127 122-167 0-280 0.7% 0-092 0.2% 62% False False 307,013
40 123-127 122-090 1-037 0.9% 0-086 0.2% 70% False False 261,204
60 123-127 120-290 2-157 2.0% 0-066 0.2% 87% False False 174,523
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-262
2.618 123-181
1.618 123-131
1.000 123-100
0.618 123-081
HIGH 123-050
0.618 123-031
0.500 123-025
0.382 123-019
LOW 123-000
0.618 122-289
1.000 122-270
1.618 122-239
2.618 122-189
4.250 122-108
Fisher Pivots for day following 04-Jan-2012
Pivot 1 day 3 day
R1 123-025 123-038
PP 123-023 123-032
S1 123-022 123-026

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

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