ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 25-Apr-2012
Day Change Summary
Previous Current
24-Apr-2012 25-Apr-2012 Change Change % Previous Week
Open 123-210 123-167 -0-043 -0.1% 123-160
High 123-230 123-195 -0-035 -0.1% 123-205
Low 123-162 123-102 -0-060 -0.2% 123-120
Close 123-180 123-187 0-007 0.0% 123-167
Range 0-068 0-093 0-025 36.8% 0-085
ATR 0-093 0-093 0-000 0.0% 0-000
Volume 336,527 538,429 201,902 60.0% 1,762,213
Daily Pivots for day following 25-Apr-2012
Classic Woodie Camarilla DeMark
R4 124-120 124-087 123-238
R3 124-027 123-314 123-213
R2 123-254 123-254 123-204
R1 123-221 123-221 123-196 123-238
PP 123-161 123-161 123-161 123-170
S1 123-128 123-128 123-178 123-144
S2 123-068 123-068 123-170
S3 122-295 123-035 123-161
S4 122-202 122-262 123-136
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
5 123-230 123-102 0-128 0.3% 0-065 0.2% 66% False True 367,658
10 123-230 123-075 0-155 0.4% 0-066 0.2% 72% False False 369,908
20 123-230 122-047 1-183 1.3% 0-091 0.2% 91% False False 425,215
40 123-230 121-135 2-095 1.9% 0-107 0.3% 94% False False 473,857
60 124-000 121-135 2-185 2.1% 0-092 0.2% 84% False False 348,603
80 124-000 121-135 2-185 2.1% 0-079 0.2% 84% False False 261,486
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 124-270
2.618 124-118
1.618 124-025
1.000 123-288
0.618 123-252
HIGH 123-195
0.618 123-159
0.500 123-148
0.382 123-138
LOW 123-102
0.618 123-045
1.000 123-009
1.618 122-272
2.618 122-179
4.250 122-027
Fisher Pivots for day following 25-Apr-2012
Pivot 1 day 3 day
R1 123-174 123-180
PP 123-161 123-173
S1 123-148 123-166

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

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