ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 18-May-2012
Day Change Summary
Previous Current
17-May-2012 18-May-2012 Change Change % Previous Week
Open 124-032 124-030 -0-002 0.0% 124-040
High 124-057 124-052 -0-005 0.0% 124-100
Low 123-315 123-312 -0-003 0.0% 123-312
Close 124-032 124-027 -0-005 0.0% 124-027
Range 0-062 0-060 -0-002 -3.2% 0-108
ATR 0-075 0-074 -0-001 -1.4% 0-000
Volume 481,891 409,907 -71,984 -14.9% 2,215,606
Daily Pivots for day following 18-May-2012
Classic Woodie Camarilla DeMark
R4 124-204 124-175 124-060
R3 124-144 124-115 124-044
R2 124-084 124-084 124-038
R1 124-055 124-055 124-032 124-040
PP 124-024 124-024 124-024 124-016
S1 123-315 123-315 124-022 123-300
S2 123-284 123-284 124-016
S3 123-224 123-255 124-010
S4 123-164 123-195 123-314
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 125-044 124-303 124-086
R3 124-256 124-195 124-057
R2 124-148 124-148 124-047
R1 124-087 124-087 124-037 124-064
PP 124-040 124-040 124-040 124-028
S1 123-299 123-299 124-017 123-276
S2 123-252 123-252 124-007
S3 123-144 123-191 123-317
S4 123-036 123-083 123-288
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% 0-064 0.2% 32% False True 443,121
10 124-100 123-292 0-128 0.3% 0-061 0.2% 43% False False 402,163
20 124-100 123-102 0-318 0.8% 0-067 0.2% 77% False False 380,343
40 124-100 121-285 2-135 2.0% 0-082 0.2% 91% False False 403,698
60 124-100 121-135 2-285 2.3% 0-094 0.2% 92% False False 453,375
80 124-100 121-135 2-285 2.3% 0-085 0.2% 92% False False 341,866
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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-307
2.618 124-209
1.618 124-149
1.000 124-112
0.618 124-089
HIGH 124-052
0.618 124-029
0.500 124-022
0.382 124-015
LOW 123-312
0.618 123-275
1.000 123-252
1.618 123-215
2.618 123-155
4.250 123-057
Fisher Pivots for day following 18-May-2012
Pivot 1 day 3 day
R1 124-025 124-032
PP 124-024 124-030
S1 124-022 124-029

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

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