ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 03-May-2012
Day Change Summary
Previous Current
02-May-2012 03-May-2012 Change Change % Previous Week
Open 123-237 123-235 -0-002 0.0% 123-172
High 123-275 123-260 -0-015 0.0% 123-310
Low 123-205 123-202 -0-003 0.0% 123-102
Close 123-242 123-250 0-008 0.0% 123-245
Range 0-070 0-058 -0-012 -17.1% 0-208
ATR 0-085 0-083 -0-002 -2.3% 0-000
Volume 324,780 319,620 -5,160 -1.6% 1,946,947
Daily Pivots for day following 03-May-2012
Classic Woodie Camarilla DeMark
R4 124-091 124-069 123-282
R3 124-033 124-011 123-266
R2 123-295 123-295 123-261
R1 123-273 123-273 123-255 123-284
PP 123-237 123-237 123-237 123-243
S1 123-215 123-215 123-245 123-226
S2 123-179 123-179 123-239
S3 123-121 123-157 123-234
S4 123-063 123-099 123-218
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
5 123-310 123-202 0-108 0.3% 0-063 0.2% 44% False True 319,186
10 123-310 123-102 0-208 0.5% 0-066 0.2% 71% False False 347,364
20 123-310 122-157 1-153 1.2% 0-071 0.2% 87% False False 374,794
40 123-310 121-135 2-175 2.1% 0-102 0.3% 93% False False 447,149
60 123-310 121-135 2-175 2.1% 0-095 0.2% 93% False False 381,960
80 124-000 121-135 2-185 2.1% 0-082 0.2% 92% False False 286,622
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-186
2.618 124-092
1.618 124-034
1.000 123-318
0.618 123-296
HIGH 123-260
0.618 123-238
0.500 123-231
0.382 123-224
LOW 123-202
0.618 123-166
1.000 123-144
1.618 123-108
2.618 123-050
4.250 122-276
Fisher Pivots for day following 03-May-2012
Pivot 1 day 3 day
R1 123-244 123-246
PP 123-237 123-243
S1 123-231 123-240

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

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