ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 26-Apr-2012
Day Change Summary
Previous Current
25-Apr-2012 26-Apr-2012 Change Change % Previous Week
Open 123-167 123-187 0-020 0.1% 123-160
High 123-195 123-250 0-055 0.1% 123-205
Low 123-102 123-175 0-073 0.2% 123-120
Close 123-187 123-225 0-038 0.1% 123-167
Range 0-093 0-075 -0-018 -19.4% 0-085
ATR 0-093 0-092 -0-001 -1.4% 0-000
Volume 538,429 415,032 -123,397 -22.9% 1,762,213
Daily Pivots for day following 26-Apr-2012
Classic Woodie Camarilla DeMark
R4 124-122 124-088 123-266
R3 124-047 124-013 123-246
R2 123-292 123-292 123-239
R1 123-258 123-258 123-232 123-275
PP 123-217 123-217 123-217 123-225
S1 123-183 123-183 123-218 123-200
S2 123-142 123-142 123-211
S3 123-067 123-108 123-204
S4 122-312 123-033 123-184
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
5 123-250 123-102 0-148 0.4% 0-069 0.2% 83% True False 375,542
10 123-250 123-092 0-158 0.4% 0-067 0.2% 84% True False 370,638
20 123-250 122-047 1-203 1.3% 0-091 0.2% 95% True False 420,946
40 123-250 121-135 2-115 1.9% 0-106 0.3% 97% True False 465,420
60 124-000 121-135 2-185 2.1% 0-093 0.2% 88% False False 355,510
80 124-000 121-135 2-185 2.1% 0-080 0.2% 88% False False 266,674
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0-018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-249
2.618 124-126
1.618 124-051
1.000 124-005
0.618 123-296
HIGH 123-250
0.618 123-221
0.500 123-212
0.382 123-204
LOW 123-175
0.618 123-129
1.000 123-100
1.618 123-054
2.618 122-299
4.250 122-176
Fisher Pivots for day following 26-Apr-2012
Pivot 1 day 3 day
R1 123-221 123-209
PP 123-217 123-192
S1 123-212 123-176

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

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