ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 01-May-2012
Day Change Summary
Previous Current
30-Apr-2012 01-May-2012 Change Change % Previous Week
Open 123-247 123-255 0-008 0.0% 123-172
High 123-267 123-277 0-010 0.0% 123-310
Low 123-232 123-215 -0-017 0.0% 123-102
Close 123-255 123-220 -0-035 -0.1% 123-245
Range 0-035 0-062 0-027 77.1% 0-208
ATR 0-088 0-086 -0-002 -2.1% 0-000
Volume 320,040 274,702 -45,338 -14.2% 1,946,947
Daily Pivots for day following 01-May-2012
Classic Woodie Camarilla DeMark
R4 124-103 124-064 123-254
R3 124-041 124-002 123-237
R2 123-299 123-299 123-231
R1 123-260 123-260 123-226 123-248
PP 123-237 123-237 123-237 123-232
S1 123-198 123-198 123-214 123-186
S2 123-175 123-175 123-209
S3 123-113 123-136 123-203
S4 123-051 123-074 123-186
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% 0-071 0.2% 57% False False 380,998
10 123-310 123-102 0-208 0.5% 0-064 0.2% 57% False False 353,218
20 123-310 122-047 1-263 1.5% 0-082 0.2% 85% False False 397,699
40 123-310 121-135 2-175 2.1% 0-103 0.3% 89% False False 451,875
60 123-310 121-135 2-175 2.1% 0-094 0.2% 89% False False 371,278
80 124-000 121-135 2-185 2.1% 0-081 0.2% 88% False False 278,568
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-220
2.618 124-119
1.618 124-057
1.000 124-019
0.618 123-315
HIGH 123-277
0.618 123-253
0.500 123-246
0.382 123-239
LOW 123-215
0.618 123-177
1.000 123-153
1.618 123-115
2.618 123-053
4.250 122-272
Fisher Pivots for day following 01-May-2012
Pivot 1 day 3 day
R1 123-246 123-262
PP 123-237 123-248
S1 123-229 123-234

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

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