ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 19-Jan-2012
Day Change Summary
Previous Current
18-Jan-2012 19-Jan-2012 Change Change % Previous Week
Open 123-192 123-160 -0-032 -0.1% 123-065
High 123-210 123-177 -0-033 -0.1% 123-215
Low 123-147 123-062 -0-085 -0.2% 123-042
Close 123-162 123-095 -0-067 -0.2% 123-192
Range 0-063 0-115 0-052 82.5% 0-173
ATR 0-087 0-089 0-002 2.3% 0-000
Volume 394,159 480,782 86,623 22.0% 1,855,581
Daily Pivots for day following 19-Jan-2012
Classic Woodie Camarilla DeMark
R4 124-136 124-071 123-158
R3 124-021 123-276 123-127
R2 123-226 123-226 123-116
R1 123-161 123-161 123-106 123-136
PP 123-111 123-111 123-111 123-099
S1 123-046 123-046 123-084 123-021
S2 122-316 122-316 123-074
S3 122-201 122-251 123-063
S4 122-086 122-136 123-032
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
5 123-215 123-062 0-153 0.4% 0-084 0.2% 22% False True 417,151
10 123-215 122-262 0-273 0.7% 0-087 0.2% 56% False False 400,973
20 123-215 122-167 1-048 0.9% 0-089 0.2% 67% False False 326,378
40 123-215 122-090 1-125 1.1% 0-094 0.2% 73% False False 360,358
60 123-215 121-030 2-185 2.1% 0-080 0.2% 85% False False 241,349
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 3 trading days
Fibonacci Retracements and Extensions
4.250 125-026
2.618 124-158
1.618 124-043
1.000 123-292
0.618 123-248
HIGH 123-177
0.618 123-133
0.500 123-120
0.382 123-106
LOW 123-062
0.618 122-311
1.000 122-267
1.618 122-196
2.618 122-081
4.250 121-213
Fisher Pivots for day following 19-Jan-2012
Pivot 1 day 3 day
R1 123-120 123-138
PP 123-111 123-124
S1 123-103 123-110

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

View Archives - Comment on this page... - Back to Index of Symbols