ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 11-Apr-2012
Day Change Summary
Previous Current
10-Apr-2012 11-Apr-2012 Change Change % Previous Week
Open 123-047 123-137 0-090 0.2% 122-160
High 123-155 123-145 -0-010 0.0% 122-287
Low 123-032 123-070 0-038 0.1% 122-047
Close 123-140 123-107 -0-033 -0.1% 122-227
Range 0-123 0-075 -0-048 -39.0% 0-240
ATR 0-127 0-123 -0-004 -2.9% 0-000
Volume 581,653 449,290 -132,363 -22.8% 1,965,906
Daily Pivots for day following 11-Apr-2012
Classic Woodie Camarilla DeMark
R4 124-012 123-295 123-148
R3 123-257 123-220 123-128
R2 123-182 123-182 123-121
R1 123-145 123-145 123-114 123-126
PP 123-107 123-107 123-107 123-098
S1 123-070 123-070 123-100 123-051
S2 123-032 123-032 123-093
S3 122-277 122-315 123-086
S4 122-202 122-240 123-066
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 124-267 124-167 123-039
R3 124-027 123-247 122-293
R2 123-107 123-107 122-271
R1 123-007 123-007 122-249 123-057
PP 122-187 122-187 122-187 122-212
S1 122-087 122-087 122-205 122-137
S2 121-267 121-267 122-183
S3 121-027 121-167 122-161
S4 120-107 120-247 122-095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-155 122-047 1-108 1.1% 0-104 0.3% 89% False False 470,774
10 123-155 122-047 1-108 1.1% 0-116 0.3% 89% False False 480,521
20 123-155 121-135 2-020 1.7% 0-132 0.3% 93% False False 523,640
40 123-190 121-135 2-055 1.8% 0-111 0.3% 88% False False 430,050
60 124-000 121-135 2-185 2.1% 0-091 0.2% 74% False False 286,994
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-144
2.618 124-021
1.618 123-266
1.000 123-220
0.618 123-191
HIGH 123-145
0.618 123-116
0.500 123-108
0.382 123-099
LOW 123-070
0.618 123-024
1.000 122-315
1.618 122-269
2.618 122-194
4.250 122-071
Fisher Pivots for day following 11-Apr-2012
Pivot 1 day 3 day
R1 123-108 123-102
PP 123-107 123-098
S1 123-107 123-094

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

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