ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 31-Jan-2012
Day Change Summary
Previous Current
30-Jan-2012 31-Jan-2012 Change Change % Previous Week
Open 123-282 123-307 0-025 0.1% 123-050
High 124-017 124-030 0-013 0.0% 123-305
Low 123-282 123-267 -0-015 0.0% 122-315
Close 123-310 124-015 0-025 0.1% 123-285
Range 0-055 0-083 0-028 50.9% 0-310
ATR 0-092 0-091 -0-001 -0.7% 0-000
Volume 411,823 484,430 72,607 17.6% 2,658,203
Daily Pivots for day following 31-Jan-2012
Classic Woodie Camarilla DeMark
R4 124-246 124-214 124-061
R3 124-163 124-131 124-038
R2 124-080 124-080 124-030
R1 124-048 124-048 124-023 124-064
PP 123-317 123-317 123-317 124-006
S1 123-285 123-285 124-007 123-301
S2 123-234 123-234 124-000
S3 123-151 123-202 123-312
S4 123-068 123-119 123-289
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 126-165 126-055 124-136
R3 125-175 125-065 124-050
R2 124-185 124-185 124-022
R1 124-075 124-075 123-313 124-130
PP 123-195 123-195 123-195 123-222
S1 123-085 123-085 123-257 123-140
S2 122-205 122-205 123-228
S3 121-215 122-095 123-200
S4 120-225 121-105 123-114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-030 123-020 1-010 0.8% 0-107 0.3% 95% True False 556,921
10 124-030 122-315 1-035 0.9% 0-093 0.2% 96% True False 485,517
20 124-030 122-262 1-088 1.0% 0-086 0.2% 96% True False 432,827
40 124-030 122-090 1-260 1.5% 0-093 0.2% 97% True False 378,661
60 124-030 122-090 1-260 1.5% 0-087 0.2% 97% True False 307,408
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-063
2.618 124-247
1.618 124-164
1.000 124-113
0.618 124-081
HIGH 124-030
0.618 123-318
0.500 123-308
0.382 123-299
LOW 123-267
0.618 123-216
1.000 123-184
1.618 123-133
2.618 123-050
4.250 122-234
Fisher Pivots for day following 31-Jan-2012
Pivot 1 day 3 day
R1 124-006 124-002
PP 123-317 123-309
S1 123-308 123-296

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

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