ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 17-Apr-2012
Day Change Summary
Previous Current
16-Apr-2012 17-Apr-2012 Change Change % Previous Week
Open 123-160 123-162 0-002 0.0% 123-080
High 123-205 123-187 -0-018 0.0% 123-172
Low 123-135 123-120 -0-015 0.0% 123-032
Close 123-172 123-140 -0-032 -0.1% 123-152
Range 0-070 0-067 -0-003 -4.3% 0-140
ATR 0-113 0-109 -0-003 -2.9% 0-000
Volume 361,944 409,769 47,825 13.2% 2,104,147
Daily Pivots for day following 17-Apr-2012
Classic Woodie Camarilla DeMark
R4 124-030 123-312 123-177
R3 123-283 123-245 123-158
R2 123-216 123-216 123-152
R1 123-178 123-178 123-146 123-164
PP 123-149 123-149 123-149 123-142
S1 123-111 123-111 123-134 123-096
S2 123-082 123-082 123-128
S3 123-015 123-044 123-122
S4 122-268 122-297 123-103
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 124-219 124-165 123-229
R3 124-079 124-025 123-190
R2 123-259 123-259 123-178
R1 123-205 123-205 123-165 123-232
PP 123-119 123-119 123-119 123-132
S1 123-065 123-065 123-139 123-092
S2 122-299 122-299 123-126
S3 122-159 122-245 123-114
S4 122-019 122-105 123-075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-205 123-070 0-135 0.3% 0-070 0.2% 52% False False 396,549
10 123-205 122-047 1-158 1.2% 0-100 0.3% 86% False False 442,179
20 123-205 121-135 2-070 1.8% 0-108 0.3% 91% False False 458,351
40 123-205 121-135 2-070 1.8% 0-109 0.3% 91% False False 468,227
60 124-000 121-135 2-185 2.1% 0-094 0.2% 78% False False 312,538
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-152
2.618 124-042
1.618 123-295
1.000 123-254
0.618 123-228
HIGH 123-187
0.618 123-161
0.500 123-154
0.382 123-146
LOW 123-120
0.618 123-079
1.000 123-053
1.618 123-012
2.618 122-265
4.250 122-155
Fisher Pivots for day following 17-Apr-2012
Pivot 1 day 3 day
R1 123-154 123-148
PP 123-149 123-146
S1 123-144 123-143

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

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