ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 27-Apr-2012
Day Change Summary
Previous Current
26-Apr-2012 27-Apr-2012 Change Change % Previous Week
Open 123-187 123-245 0-058 0.1% 123-172
High 123-250 123-310 0-060 0.2% 123-310
Low 123-175 123-220 0-045 0.1% 123-102
Close 123-225 123-245 0-020 0.1% 123-245
Range 0-075 0-090 0-015 20.0% 0-208
ATR 0-092 0-092 0-000 -0.2% 0-000
Volume 415,032 356,788 -58,244 -14.0% 1,946,947
Daily Pivots for day following 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 124-208 124-157 123-294
R3 124-118 124-067 123-270
R2 124-028 124-028 123-262
R1 123-297 123-297 123-253 123-290
PP 123-258 123-258 123-258 123-255
S1 123-207 123-207 123-237 123-200
S2 123-168 123-168 123-228
S3 123-078 123-117 123-220
S4 122-308 123-027 123-196
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 125-203 125-112 124-039
R3 124-315 124-224 123-302
R2 124-107 124-107 123-283
R1 124-016 124-016 123-264 124-062
PP 123-219 123-219 123-219 123-242
S1 123-128 123-128 123-226 123-174
S2 123-011 123-011 123-207
S3 122-123 122-240 123-188
S4 121-235 122-032 123-131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-310 123-102 0-208 0.5% 0-077 0.2% 69% True False 389,389
10 123-310 123-102 0-208 0.5% 0-068 0.2% 69% True False 370,916
20 123-310 122-047 1-263 1.5% 0-091 0.2% 89% True False 414,873
40 123-310 121-135 2-175 2.1% 0-106 0.3% 92% True False 458,254
60 124-000 121-135 2-185 2.1% 0-095 0.2% 91% False False 361,430
80 124-000 121-135 2-185 2.1% 0-081 0.2% 91% False False 271,134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-052
2.618 124-226
1.618 124-136
1.000 124-080
0.618 124-046
HIGH 123-310
0.618 123-276
0.500 123-265
0.382 123-254
LOW 123-220
0.618 123-164
1.000 123-130
1.618 123-074
2.618 122-304
4.250 122-158
Fisher Pivots for day following 27-Apr-2012
Pivot 1 day 3 day
R1 123-265 123-232
PP 123-258 123-219
S1 123-252 123-206

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

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