ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 24-Apr-2012
Day Change Summary
Previous Current
23-Apr-2012 24-Apr-2012 Change Change % Previous Week
Open 123-172 123-210 0-038 0.1% 123-160
High 123-227 123-230 0-003 0.0% 123-205
Low 123-167 123-162 -0-005 0.0% 123-120
Close 123-215 123-180 -0-035 -0.1% 123-167
Range 0-060 0-068 0-008 13.3% 0-085
ATR 0-095 0-093 -0-002 -2.0% 0-000
Volume 300,171 336,527 36,356 12.1% 1,762,213
Daily Pivots for day following 24-Apr-2012
Classic Woodie Camarilla DeMark
R4 124-075 124-035 123-217
R3 124-007 123-287 123-199
R2 123-259 123-259 123-192
R1 123-219 123-219 123-186 123-205
PP 123-191 123-191 123-191 123-184
S1 123-151 123-151 123-174 123-137
S2 123-123 123-123 123-168
S3 123-055 123-083 123-161
S4 122-307 123-015 123-143
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
5 123-230 123-125 0-105 0.3% 0-057 0.1% 52% True False 325,439
10 123-230 123-070 0-160 0.4% 0-064 0.2% 69% True False 360,994
20 123-230 122-040 1-190 1.3% 0-093 0.2% 90% True False 420,899
40 123-230 121-135 2-095 1.9% 0-106 0.3% 93% True False 479,354
60 124-000 121-135 2-185 2.1% 0-091 0.2% 83% False False 339,635
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 124-199
2.618 124-088
1.618 124-020
1.000 123-298
0.618 123-272
HIGH 123-230
0.618 123-204
0.500 123-196
0.382 123-188
LOW 123-162
0.618 123-120
1.000 123-094
1.618 123-052
2.618 122-304
4.250 122-193
Fisher Pivots for day following 24-Apr-2012
Pivot 1 day 3 day
R1 123-196 123-182
PP 123-191 123-182
S1 123-185 123-181

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

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