ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 17-May-2012
Day Change Summary
Previous Current
16-May-2012 17-May-2012 Change Change % Previous Week
Open 124-060 124-032 -0-028 -0.1% 123-312
High 124-072 124-057 -0-015 0.0% 124-065
Low 123-312 123-315 0-003 0.0% 123-292
Close 124-035 124-032 -0-003 0.0% 124-042
Range 0-080 0-062 -0-018 -22.5% 0-093
ATR 0-076 0-075 -0-001 -1.3% 0-000
Volume 490,903 481,891 -9,012 -1.8% 1,806,026
Daily Pivots for day following 17-May-2012
Classic Woodie Camarilla DeMark
R4 124-214 124-185 124-066
R3 124-152 124-123 124-049
R2 124-090 124-090 124-043
R1 124-061 124-061 124-038 124-063
PP 124-028 124-028 124-028 124-029
S1 123-319 123-319 124-026 124-001
S2 123-286 123-286 124-021
S3 123-224 123-257 124-015
S4 123-162 123-195 123-318
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 124-305 124-267 124-093
R3 124-212 124-174 124-068
R2 124-119 124-119 124-059
R1 124-081 124-081 124-051 124-100
PP 124-026 124-026 124-026 124-036
S1 123-308 123-308 124-033 124-007
S2 123-253 123-253 124-025
S3 123-160 123-215 124-016
S4 123-067 123-122 123-311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-100 123-312 0-108 0.3% 0-060 0.2% 37% False False 417,166
10 124-100 123-210 0-210 0.5% 0-067 0.2% 68% False False 401,086
20 124-100 123-102 0-318 0.8% 0-066 0.2% 79% False False 374,225
40 124-100 121-245 2-175 2.1% 0-084 0.2% 92% False False 406,307
60 124-100 121-135 2-285 2.3% 0-094 0.2% 93% False False 447,881
80 124-100 121-135 2-285 2.3% 0-087 0.2% 93% False False 336,745
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-000
2.618 124-219
1.618 124-157
1.000 124-119
0.618 124-095
HIGH 124-057
0.618 124-033
0.500 124-026
0.382 124-019
LOW 123-315
0.618 123-277
1.000 123-253
1.618 123-215
2.618 123-153
4.250 123-052
Fisher Pivots for day following 17-May-2012
Pivot 1 day 3 day
R1 124-030 124-046
PP 124-028 124-041
S1 124-026 124-037

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

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