ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 12-Jan-2012
Day Change Summary
Previous Current
11-Jan-2012 12-Jan-2012 Change Change % Previous Week
Open 123-077 123-125 0-048 0.1% 123-047
High 123-147 123-150 0-003 0.0% 123-085
Low 123-077 123-100 0-023 0.1% 122-262
Close 123-135 123-112 -0-023 -0.1% 123-067
Range 0-070 0-050 -0-020 -28.6% 0-143
ATR 0-091 0-088 -0-003 -3.2% 0-000
Volume 424,017 388,691 -35,326 -8.3% 1,569,821
Daily Pivots for day following 12-Jan-2012
Classic Woodie Camarilla DeMark
R4 123-271 123-241 123-140
R3 123-221 123-191 123-126
R2 123-171 123-171 123-121
R1 123-141 123-141 123-117 123-131
PP 123-121 123-121 123-121 123-116
S1 123-091 123-091 123-107 123-081
S2 123-071 123-071 123-103
S3 123-021 123-041 123-098
S4 122-291 122-311 123-084
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
5 123-150 122-262 0-208 0.5% 0-081 0.2% 82% True False 365,623
10 123-150 122-262 0-208 0.5% 0-081 0.2% 82% True False 335,704
20 123-150 122-167 0-303 0.8% 0-085 0.2% 87% True False 309,629
40 123-150 122-090 1-060 1.0% 0-092 0.2% 90% True False 318,559
60 123-150 121-030 2-120 1.9% 0-074 0.2% 95% True False 213,067
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 0-025
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 124-042
2.618 123-281
1.618 123-231
1.000 123-200
0.618 123-181
HIGH 123-150
0.618 123-131
0.500 123-125
0.382 123-119
LOW 123-100
0.618 123-069
1.000 123-050
1.618 123-019
2.618 122-289
4.250 122-208
Fisher Pivots for day following 12-Jan-2012
Pivot 1 day 3 day
R1 123-125 123-107
PP 123-121 123-101
S1 123-116 123-096

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

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