ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 13-Mar-2012
Day Change Summary
Previous Current
12-Mar-2012 13-Mar-2012 Change Change % Previous Week
Open 123-002 122-312 -0-010 0.0% 123-125
High 123-060 123-002 -0-058 -0.1% 123-157
Low 122-307 122-185 -0-122 -0.3% 122-250
Close 122-315 122-212 -0-103 -0.3% 123-007
Range 0-073 0-137 0-064 87.7% 0-227
ATR 0-084 0-088 0-004 4.5% 0-000
Volume 290,334 529,603 239,269 82.4% 2,117,654
Daily Pivots for day following 13-Mar-2012
Classic Woodie Camarilla DeMark
R4 124-011 123-248 122-287
R3 123-194 123-111 122-250
R2 123-057 123-057 122-237
R1 122-294 122-294 122-225 122-267
PP 122-240 122-240 122-240 122-226
S1 122-157 122-157 122-199 122-130
S2 122-103 122-103 122-187
S3 121-286 122-020 122-174
S4 121-149 121-203 122-137
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 125-072 124-267 123-132
R3 124-165 124-040 123-069
R2 123-258 123-258 123-049
R1 123-133 123-133 123-028 123-082
PP 123-031 123-031 123-031 123-006
S1 122-226 122-226 122-306 122-175
S2 122-124 122-124 122-285
S3 121-217 121-319 122-265
S4 120-310 121-092 122-202
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-150 122-185 0-285 0.7% 0-094 0.2% 9% False True 415,414
10 123-157 122-185 0-292 0.7% 0-100 0.3% 9% False True 478,240
20 123-190 122-185 1-005 0.8% 0-090 0.2% 8% False True 336,460
40 124-000 122-185 1-135 1.2% 0-070 0.2% 6% False True 168,671
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 0-012
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 124-264
2.618 124-041
1.618 123-224
1.000 123-139
0.618 123-087
HIGH 123-002
0.618 122-270
0.500 122-254
0.382 122-237
LOW 122-185
0.618 122-100
1.000 122-048
1.618 121-283
2.618 121-146
4.250 120-243
Fisher Pivots for day following 13-Mar-2012
Pivot 1 day 3 day
R1 122-254 122-282
PP 122-240 122-259
S1 122-226 122-236

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.