ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 25-Jan-2012
Day Change Summary
Previous Current
24-Jan-2012 25-Jan-2012 Change Change % Previous Week
Open 123-027 123-035 0-008 0.0% 123-185
High 123-045 123-255 0-210 0.5% 123-215
Low 123-005 123-020 0-015 0.0% 123-032
Close 123-035 123-195 0-160 0.4% 123-040
Range 0-040 0-235 0-195 487.5% 0-183
ATR 0-086 0-096 0-011 12.5% 0-000
Volume 368,987 836,636 467,649 126.7% 1,676,699
Daily Pivots for day following 25-Jan-2012
Classic Woodie Camarilla DeMark
R4 125-222 125-123 124-004
R3 124-307 124-208 123-260
R2 124-072 124-072 123-238
R1 123-293 123-293 123-217 124-022
PP 123-157 123-157 123-157 123-181
S1 123-058 123-058 123-173 123-108
S2 122-242 122-242 123-152
S3 122-007 122-143 123-130
S4 121-092 121-228 123-066
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
5 123-255 122-315 0-260 0.7% 0-113 0.3% 77% True False 502,609
10 123-255 122-315 0-260 0.7% 0-094 0.2% 77% True False 454,204
20 123-255 122-167 1-088 1.0% 0-090 0.2% 85% True False 368,759
40 123-255 122-090 1-165 1.2% 0-098 0.2% 88% True False 399,891
60 123-255 121-080 2-175 2.1% 0-086 0.2% 93% True False 275,125
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 126-294
2.618 125-230
1.618 124-315
1.000 124-170
0.618 124-080
HIGH 123-255
0.618 123-165
0.500 123-138
0.382 123-110
LOW 123-020
0.618 122-195
1.000 122-105
1.618 121-280
2.618 121-045
4.250 119-301
Fisher Pivots for day following 25-Jan-2012
Pivot 1 day 3 day
R1 123-176 123-172
PP 123-157 123-148
S1 123-138 123-125

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

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