ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 20-Apr-2012
Day Change Summary
Previous Current
19-Apr-2012 20-Apr-2012 Change Change % Previous Week
Open 123-162 123-162 0-000 0.0% 123-160
High 123-195 123-185 -0-010 0.0% 123-205
Low 123-140 123-135 -0-005 0.0% 123-120
Close 123-177 123-167 -0-010 0.0% 123-167
Range 0-055 0-050 -0-005 -9.1% 0-085
ATR 0-102 0-098 -0-004 -3.6% 0-000
Volume 375,612 287,552 -88,060 -23.4% 1,762,213
Daily Pivots for day following 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 123-312 123-290 123-194
R3 123-262 123-240 123-181
R2 123-212 123-212 123-176
R1 123-190 123-190 123-172 123-201
PP 123-162 123-162 123-162 123-168
S1 123-140 123-140 123-162 123-151
S2 123-112 123-112 123-158
S3 123-062 123-090 123-153
S4 123-012 123-040 123-140
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 124-099 124-058 123-214
R3 124-014 123-293 123-190
R2 123-249 123-249 123-183
R1 123-208 123-208 123-175 123-228
PP 123-164 123-164 123-164 123-174
S1 123-123 123-123 123-159 123-144
S2 123-079 123-079 123-151
S3 122-314 123-038 123-144
S4 122-229 122-273 123-120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-205 123-120 0-085 0.2% 0-059 0.1% 55% False False 352,442
10 123-205 123-032 0-173 0.4% 0-069 0.2% 78% False False 386,636
20 123-205 121-285 1-240 1.4% 0-098 0.2% 93% False False 427,054
40 123-205 121-135 2-070 1.8% 0-107 0.3% 95% False False 489,892
60 124-000 121-135 2-185 2.1% 0-091 0.2% 81% False False 329,040
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 124-078
2.618 123-316
1.618 123-266
1.000 123-235
0.618 123-216
HIGH 123-185
0.618 123-166
0.500 123-160
0.382 123-154
LOW 123-135
0.618 123-104
1.000 123-085
1.618 123-054
2.618 123-004
4.250 122-242
Fisher Pivots for day following 20-Apr-2012
Pivot 1 day 3 day
R1 123-165 123-165
PP 123-162 123-162
S1 123-160 123-160

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

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