ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 12-Apr-2012
Day Change Summary
Previous Current
11-Apr-2012 12-Apr-2012 Change Change % Previous Week
Open 123-137 123-100 -0-037 -0.1% 122-160
High 123-145 123-135 -0-010 0.0% 122-287
Low 123-070 123-075 0-005 0.0% 122-047
Close 123-107 123-097 -0-010 0.0% 122-227
Range 0-075 0-060 -0-015 -20.0% 0-240
ATR 0-123 0-119 -0-005 -3.7% 0-000
Volume 449,290 407,725 -41,565 -9.3% 1,965,906
Daily Pivots for day following 12-Apr-2012
Classic Woodie Camarilla DeMark
R4 123-282 123-250 123-130
R3 123-222 123-190 123-114
R2 123-162 123-162 123-108
R1 123-130 123-130 123-102 123-116
PP 123-102 123-102 123-102 123-096
S1 123-070 123-070 123-092 123-056
S2 123-042 123-042 123-086
S3 122-302 123-010 123-080
S4 122-242 122-270 123-064
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
5 123-155 122-157 0-318 0.8% 0-089 0.2% 82% False False 438,716
10 123-155 122-047 1-108 1.1% 0-114 0.3% 86% False False 471,254
20 123-155 121-135 2-020 1.7% 0-122 0.3% 91% False False 502,114
40 123-190 121-135 2-055 1.8% 0-112 0.3% 87% False False 440,227
60 124-000 121-135 2-185 2.1% 0-091 0.2% 73% False False 293,788
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-070
2.618 123-292
1.618 123-232
1.000 123-195
0.618 123-172
HIGH 123-135
0.618 123-112
0.500 123-105
0.382 123-098
LOW 123-075
0.618 123-038
1.000 123-015
1.618 122-298
2.618 122-238
4.250 122-140
Fisher Pivots for day following 12-Apr-2012
Pivot 1 day 3 day
R1 123-105 123-096
PP 123-102 123-095
S1 123-100 123-094

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

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