ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 26-Jan-2012
Day Change Summary
Previous Current
25-Jan-2012 26-Jan-2012 Change Change % Previous Week
Open 123-035 123-205 0-170 0.4% 123-185
High 123-255 123-300 0-045 0.1% 123-215
Low 123-020 123-200 0-180 0.5% 123-032
Close 123-195 123-270 0-075 0.2% 123-040
Range 0-235 0-100 -0-135 -57.4% 0-183
ATR 0-096 0-097 0-001 0.7% 0-000
Volume 836,636 608,973 -227,663 -27.2% 1,676,699
Daily Pivots for day following 26-Jan-2012
Classic Woodie Camarilla DeMark
R4 124-237 124-193 124-005
R3 124-137 124-093 123-298
R2 124-037 124-037 123-288
R1 123-313 123-313 123-279 124-015
PP 123-257 123-257 123-257 123-268
S1 123-213 123-213 123-261 123-235
S2 123-157 123-157 123-252
S3 123-057 123-113 123-242
S4 122-277 123-013 123-215
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
5 123-300 122-315 0-305 0.8% 0-110 0.3% 90% True False 528,247
10 123-300 122-315 0-305 0.8% 0-097 0.2% 90% True False 472,699
20 123-300 122-202 1-098 1.1% 0-092 0.2% 93% True False 394,218
40 123-300 122-090 1-210 1.3% 0-097 0.2% 94% True False 408,549
60 123-300 121-290 2-010 1.6% 0-086 0.2% 95% True False 285,212
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 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-085
2.618 124-242
1.618 124-142
1.000 124-080
0.618 124-042
HIGH 123-300
0.618 123-262
0.500 123-250
0.382 123-238
LOW 123-200
0.618 123-138
1.000 123-100
1.618 123-038
2.618 122-258
4.250 122-095
Fisher Pivots for day following 26-Jan-2012
Pivot 1 day 3 day
R1 123-263 123-231
PP 123-257 123-192
S1 123-250 123-152

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

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