ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 02-May-2012
Day Change Summary
Previous Current
01-May-2012 02-May-2012 Change Change % Previous Week
Open 123-255 123-237 -0-018 0.0% 123-172
High 123-277 123-275 -0-002 0.0% 123-310
Low 123-215 123-205 -0-010 0.0% 123-102
Close 123-220 123-242 0-022 0.1% 123-245
Range 0-062 0-070 0-008 12.9% 0-208
ATR 0-086 0-085 -0-001 -1.3% 0-000
Volume 274,702 324,780 50,078 18.2% 1,946,947
Daily Pivots for day following 02-May-2012
Classic Woodie Camarilla DeMark
R4 124-131 124-096 123-280
R3 124-061 124-026 123-261
R2 123-311 123-311 123-255
R1 123-276 123-276 123-248 123-294
PP 123-241 123-241 123-241 123-249
S1 123-206 123-206 123-236 123-224
S2 123-171 123-171 123-229
S3 123-101 123-136 123-223
S4 123-031 123-066 123-204
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
5 123-310 123-175 0-135 0.3% 0-066 0.2% 50% False False 338,268
10 123-310 123-102 0-208 0.5% 0-066 0.2% 67% False False 352,963
20 123-310 122-047 1-263 1.5% 0-075 0.2% 88% False False 387,214
40 123-310 121-135 2-175 2.1% 0-102 0.3% 92% False False 448,507
60 123-310 121-135 2-175 2.1% 0-095 0.2% 92% False False 376,655
80 124-000 121-135 2-185 2.1% 0-081 0.2% 91% False False 282,627
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 0-020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-252
2.618 124-138
1.618 124-068
1.000 124-025
0.618 123-318
HIGH 123-275
0.618 123-248
0.500 123-240
0.382 123-232
LOW 123-205
0.618 123-162
1.000 123-135
1.618 123-092
2.618 123-022
4.250 122-228
Fisher Pivots for day following 02-May-2012
Pivot 1 day 3 day
R1 123-241 123-242
PP 123-241 123-241
S1 123-240 123-241

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

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