ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 123-060 123-120 0-060 0.2% 123-030
High 123-060 123-150 0-090 0.2% 123-150
Low 123-050 123-120 0-070 0.2% 123-010
Close 123-050 123-130 0-080 0.2% 123-130
Range 0-010 0-030 0-020 200.0% 0-140
ATR
Volume 3 1 -2 -66.7% 66
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 123-223 123-207 123-146
R3 123-193 123-177 123-138
R2 123-163 123-163 123-136
R1 123-147 123-147 123-133 123-155
PP 123-133 123-133 123-133 123-138
S1 123-117 123-117 123-127 123-125
S2 123-103 123-103 123-124
S3 123-073 123-087 123-122
S4 123-043 123-057 123-114
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 124-197 124-143 123-207
R3 124-057 124-003 123-168
R2 123-237 123-237 123-156
R1 123-183 123-183 123-143 123-210
PP 123-097 123-097 123-097 123-110
S1 123-043 123-043 123-117 123-070
S2 122-277 122-277 123-104
S3 122-137 122-223 123-092
S4 121-317 122-083 123-053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-150 123-010 0-140 0.4% 0-008 0.0% 86% True False 13
10 123-150 122-200 0-270 0.7% 0-025 0.1% 93% True False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-001
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 123-278
2.618 123-229
1.618 123-199
1.000 123-180
0.618 123-169
HIGH 123-150
0.618 123-139
0.500 123-135
0.382 123-131
LOW 123-120
0.618 123-101
1.000 123-090
1.618 123-071
2.618 123-041
4.250 122-312
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 123-135 123-120
PP 123-133 123-110
S1 123-132 123-100

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

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