ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 17-Jan-2012
Day Change Summary
Previous Current
13-Jan-2012 17-Jan-2012 Change Change % Previous Week
Open 123-120 123-090 -0-030 -0.1% 123-030
High 123-150 123-150 0-000 0.0% 123-150
Low 123-120 123-090 -0-030 -0.1% 123-010
Close 123-130 123-150 0-020 0.1% 123-130
Range 0-030 0-060 0-030 100.0% 0-140
ATR
Volume 1 77 76 7,600.0% 66
Daily Pivots for day following 17-Jan-2012
Classic Woodie Camarilla DeMark
R4 123-310 123-290 123-183
R3 123-250 123-230 123-166
R2 123-190 123-190 123-161
R1 123-170 123-170 123-156 123-180
PP 123-130 123-130 123-130 123-135
S1 123-110 123-110 123-144 123-120
S2 123-070 123-070 123-139
S3 123-010 123-050 123-134
S4 122-270 122-310 123-117
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% 0-020 0.1% 100% True False 28
10 123-150 122-200 0-270 0.7% 0-031 0.1% 100% True False 25
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 6 trading days
Fibonacci Retracements and Extensions
4.250 124-085
2.618 123-307
1.618 123-247
1.000 123-210
0.618 123-187
HIGH 123-150
0.618 123-127
0.500 123-120
0.382 123-113
LOW 123-090
0.618 123-053
1.000 123-030
1.618 122-313
2.618 122-253
4.250 122-155
Fisher Pivots for day following 17-Jan-2012
Pivot 1 day 3 day
R1 123-140 123-133
PP 123-130 123-117
S1 123-120 123-100

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

View Archives - Comment on this page... - Back to Index of Symbols