ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 19-Apr-2012
Day Change Summary
Previous Current
18-Apr-2012 19-Apr-2012 Change Change % Previous Week
Open 123-147 123-162 0-015 0.0% 123-080
High 123-177 123-195 0-018 0.0% 123-172
Low 123-125 123-140 0-015 0.0% 123-032
Close 123-157 123-177 0-020 0.1% 123-152
Range 0-052 0-055 0-003 5.8% 0-140
ATR 0-105 0-102 -0-004 -3.4% 0-000
Volume 327,336 375,612 48,276 14.7% 2,104,147
Daily Pivots for day following 19-Apr-2012
Classic Woodie Camarilla DeMark
R4 124-016 123-311 123-207
R3 123-281 123-256 123-192
R2 123-226 123-226 123-187
R1 123-201 123-201 123-182 123-214
PP 123-171 123-171 123-171 123-177
S1 123-146 123-146 123-172 123-158
S2 123-116 123-116 123-167
S3 123-061 123-091 123-162
S4 123-006 123-036 123-147
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
5 123-205 123-092 0-113 0.3% 0-065 0.2% 75% False False 365,735
10 123-205 122-157 1-048 0.9% 0-077 0.2% 92% False False 402,225
20 123-205 121-245 1-280 1.5% 0-101 0.3% 95% False False 438,388
40 123-205 121-135 2-070 1.8% 0-107 0.3% 96% False False 484,709
60 124-000 121-135 2-185 2.1% 0-094 0.2% 83% False False 324,251
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-109
2.618 124-019
1.618 123-284
1.000 123-250
0.618 123-229
HIGH 123-195
0.618 123-174
0.500 123-168
0.382 123-161
LOW 123-140
0.618 123-106
1.000 123-085
1.618 123-051
2.618 122-316
4.250 122-226
Fisher Pivots for day following 19-Apr-2012
Pivot 1 day 3 day
R1 123-174 123-170
PP 123-171 123-164
S1 123-168 123-158

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

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