ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 30-Apr-2012
Day Change Summary
Previous Current
27-Apr-2012 30-Apr-2012 Change Change % Previous Week
Open 123-245 123-247 0-002 0.0% 123-172
High 123-310 123-267 -0-043 -0.1% 123-310
Low 123-220 123-232 0-012 0.0% 123-102
Close 123-245 123-255 0-010 0.0% 123-245
Range 0-090 0-035 -0-055 -61.1% 0-208
ATR 0-092 0-088 -0-004 -4.4% 0-000
Volume 356,788 320,040 -36,748 -10.3% 1,946,947
Daily Pivots for day following 30-Apr-2012
Classic Woodie Camarilla DeMark
R4 124-036 124-021 123-274
R3 124-001 123-306 123-265
R2 123-286 123-286 123-261
R1 123-271 123-271 123-258 123-278
PP 123-251 123-251 123-251 123-255
S1 123-236 123-236 123-252 123-244
S2 123-216 123-216 123-249
S3 123-181 123-201 123-245
S4 123-146 123-166 123-236
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% 0-072 0.2% 74% False False 393,363
10 123-310 123-102 0-208 0.5% 0-064 0.2% 74% False False 366,725
20 123-310 122-047 1-263 1.5% 0-086 0.2% 91% False False 404,962
40 123-310 121-135 2-175 2.1% 0-104 0.3% 93% False False 455,033
60 124-000 121-135 2-185 2.1% 0-096 0.2% 92% False False 366,758
80 124-000 121-135 2-185 2.1% 0-081 0.2% 92% False False 275,135
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 124-096
2.618 124-039
1.618 124-004
1.000 123-302
0.618 123-289
HIGH 123-267
0.618 123-254
0.500 123-250
0.382 123-245
LOW 123-232
0.618 123-210
1.000 123-197
1.618 123-175
2.618 123-140
4.250 123-083
Fisher Pivots for day following 30-Apr-2012
Pivot 1 day 3 day
R1 123-253 123-251
PP 123-251 123-247
S1 123-250 123-242

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

View Archives - Comment on this page... - Back to Index of Symbols