ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 123-312 123-305 -0-007 0.0% 123-247
High 124-032 124-045 0-013 0.0% 124-005
Low 123-297 123-292 -0-005 0.0% 123-202
Close 123-302 124-017 0-035 0.1% 123-300
Range 0-055 0-073 0-018 32.7% 0-123
ATR 0-083 0-082 -0-001 -0.9% 0-000
Volume 216,981 390,586 173,605 80.0% 1,638,281
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 124-230 124-197 124-057
R3 124-157 124-124 124-037
R2 124-084 124-084 124-030
R1 124-051 124-051 124-024 124-068
PP 124-011 124-011 124-011 124-020
S1 123-298 123-298 124-010 123-314
S2 123-258 123-258 124-004
S3 123-185 123-225 123-317
S4 123-112 123-152 123-297
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 125-005 124-275 124-048
R3 124-202 124-152 124-014
R2 124-079 124-079 124-003
R1 124-029 124-029 123-311 124-054
PP 123-276 123-276 123-276 123-288
S1 123-226 123-226 123-289 123-251
S2 123-153 123-153 123-277
S3 123-030 123-103 123-266
S4 122-227 122-300 123-232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-045 123-202 0-163 0.4% 0-074 0.2% 83% True False 330,221
10 124-045 123-102 0-263 0.7% 0-073 0.2% 89% True False 355,609
20 124-045 123-070 0-295 0.7% 0-068 0.2% 91% True False 358,302
40 124-045 121-135 2-230 2.2% 0-101 0.3% 97% True False 442,979
60 124-045 121-135 2-230 2.2% 0-096 0.2% 97% True False 398,663
80 124-045 121-135 2-230 2.2% 0-084 0.2% 97% True False 299,205
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 0-022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-035
2.618 124-236
1.618 124-163
1.000 124-118
0.618 124-090
HIGH 124-045
0.618 124-017
0.500 124-008
0.382 124-000
LOW 123-292
0.618 123-247
1.000 123-219
1.618 123-174
2.618 123-101
4.250 122-302
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 124-014 124-000
PP 124-011 123-304
S1 124-008 123-288

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

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