ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 18-Apr-2012
Day Change Summary
Previous Current
17-Apr-2012 18-Apr-2012 Change Change % Previous Week
Open 123-162 123-147 -0-015 0.0% 123-080
High 123-187 123-177 -0-010 0.0% 123-172
Low 123-120 123-125 0-005 0.0% 123-032
Close 123-140 123-157 0-017 0.0% 123-152
Range 0-067 0-052 -0-015 -22.4% 0-140
ATR 0-109 0-105 -0-004 -3.7% 0-000
Volume 409,769 327,336 -82,433 -20.1% 2,104,147
Daily Pivots for day following 18-Apr-2012
Classic Woodie Camarilla DeMark
R4 123-309 123-285 123-186
R3 123-257 123-233 123-171
R2 123-205 123-205 123-167
R1 123-181 123-181 123-162 123-193
PP 123-153 123-153 123-153 123-159
S1 123-129 123-129 123-152 123-141
S2 123-101 123-101 123-147
S3 123-049 123-077 123-143
S4 122-317 123-025 123-128
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
5 123-205 123-075 0-130 0.3% 0-066 0.2% 63% False False 372,158
10 123-205 122-047 1-158 1.2% 0-085 0.2% 90% False False 421,466
20 123-205 121-170 2-035 1.7% 0-104 0.3% 93% False False 444,797
40 123-205 121-135 2-070 1.8% 0-109 0.3% 93% False False 476,145
60 124-000 121-135 2-185 2.1% 0-093 0.2% 80% False False 317,993
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 124-078
2.618 123-313
1.618 123-261
1.000 123-229
0.618 123-209
HIGH 123-177
0.618 123-157
0.500 123-151
0.382 123-145
LOW 123-125
0.618 123-093
1.000 123-073
1.618 123-041
2.618 122-309
4.250 122-224
Fisher Pivots for day following 18-Apr-2012
Pivot 1 day 3 day
R1 123-155 123-162
PP 123-153 123-161
S1 123-151 123-159

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

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