ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 23-Apr-2012
Day Change Summary
Previous Current
20-Apr-2012 23-Apr-2012 Change Change % Previous Week
Open 123-162 123-172 0-010 0.0% 123-160
High 123-185 123-227 0-042 0.1% 123-205
Low 123-135 123-167 0-032 0.1% 123-120
Close 123-167 123-215 0-048 0.1% 123-167
Range 0-050 0-060 0-010 20.0% 0-085
ATR 0-098 0-095 -0-003 -2.8% 0-000
Volume 287,552 300,171 12,619 4.4% 1,762,213
Daily Pivots for day following 23-Apr-2012
Classic Woodie Camarilla DeMark
R4 124-063 124-039 123-248
R3 124-003 123-299 123-232
R2 123-263 123-263 123-226
R1 123-239 123-239 123-220 123-251
PP 123-203 123-203 123-203 123-209
S1 123-179 123-179 123-210 123-191
S2 123-143 123-143 123-204
S3 123-083 123-119 123-198
S4 123-023 123-059 123-182
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
5 123-227 123-120 0-107 0.3% 0-057 0.1% 89% True False 340,088
10 123-227 123-032 0-195 0.5% 0-069 0.2% 94% True False 385,506
20 123-227 121-292 1-255 1.5% 0-095 0.2% 98% True False 423,371
40 123-227 121-135 2-092 1.8% 0-107 0.3% 98% True False 488,912
60 124-000 121-135 2-185 2.1% 0-091 0.2% 87% False False 334,028
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-162
2.618 124-064
1.618 124-004
1.000 123-287
0.618 123-264
HIGH 123-227
0.618 123-204
0.500 123-197
0.382 123-190
LOW 123-167
0.618 123-130
1.000 123-107
1.618 123-070
2.618 123-010
4.250 122-232
Fisher Pivots for day following 23-Apr-2012
Pivot 1 day 3 day
R1 123-209 123-204
PP 123-203 123-192
S1 123-197 123-181

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

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