ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 17-Jan-2012
Day Change Summary
Previous Current
13-Jan-2012 17-Jan-2012 Change Change % Previous Week
Open 123-110 123-185 0-075 0.2% 123-065
High 123-215 123-215 0-000 0.0% 123-215
Low 123-100 123-137 0-037 0.1% 123-042
Close 123-192 123-200 0-008 0.0% 123-192
Range 0-115 0-078 -0-037 -32.2% 0-173
ATR 0-090 0-089 -0-001 -1.0% 0-000
Volume 446,150 375,977 -70,173 -15.7% 1,855,581
Daily Pivots for day following 17-Jan-2012
Classic Woodie Camarilla DeMark
R4 124-098 124-067 123-243
R3 124-020 123-309 123-221
R2 123-262 123-262 123-214
R1 123-231 123-231 123-207 123-246
PP 123-184 123-184 123-184 123-192
S1 123-153 123-153 123-193 123-168
S2 123-106 123-106 123-186
S3 123-028 123-075 123-179
S4 122-270 122-317 123-157
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 125-029 124-283 123-287
R3 124-176 124-110 123-240
R2 124-003 124-003 123-224
R1 123-257 123-257 123-208 123-290
PP 123-150 123-150 123-150 123-166
S1 123-084 123-084 123-176 123-117
S2 122-297 122-297 123-160
S3 122-124 122-231 123-144
S4 121-271 122-058 123-097
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-215 123-042 0-173 0.4% 0-075 0.2% 91% True False 393,656
10 123-215 122-262 0-273 0.7% 0-079 0.2% 95% True False 380,137
20 123-215 122-167 1-048 0.9% 0-089 0.2% 96% True False 313,303
40 123-215 122-090 1-125 1.1% 0-095 0.2% 97% True False 338,911
60 123-215 121-030 2-185 2.1% 0-078 0.2% 98% True False 226,769
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-226
2.618 124-099
1.618 124-021
1.000 123-293
0.618 123-263
HIGH 123-215
0.618 123-185
0.500 123-176
0.382 123-167
LOW 123-137
0.618 123-089
1.000 123-059
1.618 123-011
2.618 122-253
4.250 122-126
Fisher Pivots for day following 17-Jan-2012
Pivot 1 day 3 day
R1 123-192 123-186
PP 123-184 123-172
S1 123-176 123-158

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

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