ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 11-Jan-2012
Day Change Summary
Previous Current
10-Jan-2012 11-Jan-2012 Change Change % Previous Week
Open 123-087 123-077 -0-010 0.0% 123-047
High 123-102 123-147 0-045 0.1% 123-085
Low 123-042 123-077 0-035 0.1% 122-262
Close 123-077 123-135 0-058 0.1% 123-067
Range 0-060 0-070 0-010 16.7% 0-143
ATR 0-093 0-091 -0-002 -1.7% 0-000
Volume 333,449 424,017 90,568 27.2% 1,569,821
Daily Pivots for day following 11-Jan-2012
Classic Woodie Camarilla DeMark
R4 124-010 123-302 123-174
R3 123-260 123-232 123-154
R2 123-190 123-190 123-148
R1 123-162 123-162 123-141 123-176
PP 123-120 123-120 123-120 123-126
S1 123-092 123-092 123-129 123-106
S2 123-050 123-050 123-122
S3 122-300 123-022 123-116
S4 122-230 122-272 123-096
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 124-140 124-087 123-146
R3 123-317 123-264 123-106
R2 123-174 123-174 123-093
R1 123-121 123-121 123-080 123-148
PP 123-031 123-031 123-031 123-045
S1 122-298 122-298 123-054 123-004
S2 122-208 122-208 123-041
S3 122-065 122-155 123-028
S4 121-242 122-012 122-308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-147 122-262 0-205 0.5% 0-090 0.2% 94% True False 384,795
10 123-147 122-202 0-265 0.7% 0-087 0.2% 95% True False 315,737
20 123-147 122-167 0-300 0.8% 0-087 0.2% 96% True False 308,796
40 123-147 122-090 1-057 1.0% 0-092 0.2% 97% True False 308,847
60 123-147 121-030 2-117 1.9% 0-073 0.2% 98% True False 206,588
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 0-024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-124
2.618 124-010
1.618 123-260
1.000 123-217
0.618 123-190
HIGH 123-147
0.618 123-120
0.500 123-112
0.382 123-104
LOW 123-077
0.618 123-034
1.000 123-007
1.618 122-284
2.618 122-214
4.250 122-100
Fisher Pivots for day following 11-Jan-2012
Pivot 1 day 3 day
R1 123-127 123-122
PP 123-120 123-108
S1 123-112 123-094

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

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