ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 10-May-2012
Day Change Summary
Previous Current
09-May-2012 10-May-2012 Change Change % Previous Week
Open 124-012 124-022 0-010 0.0% 123-247
High 124-065 124-040 -0-025 -0.1% 124-005
Low 124-007 123-295 -0-032 -0.1% 123-202
Close 124-020 124-007 -0-013 0.0% 123-300
Range 0-058 0-065 0-007 12.1% 0-123
ATR 0-081 0-079 -0-001 -1.4% 0-000
Volume 448,289 470,037 21,748 4.9% 1,638,281
Daily Pivots for day following 10-May-2012
Classic Woodie Camarilla DeMark
R4 124-202 124-170 124-043
R3 124-137 124-105 124-025
R2 124-072 124-072 124-019
R1 124-040 124-040 124-013 124-024
PP 124-007 124-007 124-007 123-319
S1 123-295 123-295 124-001 123-278
S2 123-262 123-262 123-315
S3 123-197 123-230 123-309
S4 123-132 123-165 123-291
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
5 124-065 123-210 0-175 0.4% 0-073 0.2% 67% False False 385,006
10 124-065 123-202 0-183 0.5% 0-068 0.2% 68% False False 352,096
20 124-065 123-092 0-293 0.7% 0-068 0.2% 80% False False 361,367
40 124-065 121-135 2-250 2.2% 0-095 0.2% 93% False False 431,740
60 124-065 121-135 2-250 2.2% 0-097 0.2% 93% False False 413,940
80 124-065 121-135 2-250 2.2% 0-085 0.2% 93% False False 310,683
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 2 trading days
Fibonacci Retracements and Extensions
4.250 124-316
2.618 124-210
1.618 124-145
1.000 124-105
0.618 124-080
HIGH 124-040
0.618 124-015
0.500 124-008
0.382 124-000
LOW 123-295
0.618 123-255
1.000 123-230
1.618 123-190
2.618 123-125
4.250 123-019
Fisher Pivots for day following 10-May-2012
Pivot 1 day 3 day
R1 124-008 124-018
PP 124-007 124-015
S1 124-007 124-011

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

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