ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 24-Jan-2012
Day Change Summary
Previous Current
23-Jan-2012 24-Jan-2012 Change Change % Previous Week
Open 123-050 123-027 -0-023 -0.1% 123-185
High 123-085 123-045 -0-040 -0.1% 123-215
Low 122-315 123-005 0-010 0.0% 123-032
Close 123-017 123-035 0-018 0.0% 123-040
Range 0-090 0-040 -0-050 -55.6% 0-183
ATR 0-089 0-086 -0-004 -3.9% 0-000
Volume 400,862 368,987 -31,875 -8.0% 1,676,699
Daily Pivots for day following 24-Jan-2012
Classic Woodie Camarilla DeMark
R4 123-148 123-132 123-057
R3 123-108 123-092 123-046
R2 123-068 123-068 123-042
R1 123-052 123-052 123-039 123-060
PP 123-028 123-028 123-028 123-032
S1 123-012 123-012 123-031 123-020
S2 122-308 122-308 123-028
S3 122-268 122-292 123-024
S4 122-228 122-252 123-013
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 125-005 124-205 123-141
R3 124-142 124-022 123-090
R2 123-279 123-279 123-074
R1 123-159 123-159 123-057 123-128
PP 123-096 123-096 123-096 123-080
S1 122-296 122-296 123-023 122-264
S2 122-233 122-233 123-006
S3 122-050 122-113 122-310
S4 121-187 121-250 122-259
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-210 122-315 0-215 0.5% 0-079 0.2% 19% False False 414,114
10 123-215 122-315 0-220 0.6% 0-077 0.2% 18% False False 403,885
20 123-215 122-167 1-048 0.9% 0-086 0.2% 51% False False 337,126
40 123-215 122-090 1-125 1.1% 0-094 0.2% 60% False False 386,004
60 123-215 121-030 2-185 2.1% 0-084 0.2% 78% False False 261,234
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 123-215
2.618 123-150
1.618 123-110
1.000 123-085
0.618 123-070
HIGH 123-045
0.618 123-030
0.500 123-025
0.382 123-020
LOW 123-005
0.618 122-300
1.000 122-285
1.618 122-260
2.618 122-220
4.250 122-155
Fisher Pivots for day following 24-Jan-2012
Pivot 1 day 3 day
R1 123-032 123-056
PP 123-028 123-049
S1 123-025 123-042

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

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