ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 21-May-2012
Day Change Summary
Previous Current
18-May-2012 21-May-2012 Change Change % Previous Week
Open 124-030 124-002 -0-028 -0.1% 124-040
High 124-052 124-035 -0-017 0.0% 124-100
Low 123-312 123-282 -0-030 -0.1% 123-312
Close 124-027 124-027 0-000 0.0% 124-027
Range 0-060 0-073 0-013 21.7% 0-108
ATR 0-074 0-073 0-000 0.0% 0-000
Volume 409,907 360,667 -49,240 -12.0% 2,215,606
Daily Pivots for day following 21-May-2012
Classic Woodie Camarilla DeMark
R4 124-227 124-200 124-067
R3 124-154 124-127 124-047
R2 124-081 124-081 124-040
R1 124-054 124-054 124-034 124-068
PP 124-008 124-008 124-008 124-015
S1 123-301 123-301 124-020 123-314
S2 123-255 123-255 124-014
S3 123-182 123-228 124-007
S4 123-109 123-155 123-307
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
5 124-100 123-282 0-138 0.3% 0-067 0.2% 47% False True 437,945
10 124-100 123-282 0-138 0.3% 0-063 0.2% 47% False True 416,531
20 124-100 123-102 0-318 0.8% 0-068 0.2% 77% False False 383,367
40 124-100 121-292 2-128 1.9% 0-081 0.2% 90% False False 403,369
60 124-100 121-135 2-285 2.3% 0-094 0.2% 92% False False 453,731
80 124-100 121-135 2-285 2.3% 0-085 0.2% 92% False False 346,363
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 0-016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-025
2.618 124-226
1.618 124-153
1.000 124-108
0.618 124-080
HIGH 124-035
0.618 124-007
0.500 123-318
0.382 123-310
LOW 123-282
0.618 123-237
1.000 123-209
1.618 123-164
2.618 123-091
4.250 122-292
Fisher Pivots for day following 21-May-2012
Pivot 1 day 3 day
R1 124-018 124-021
PP 124-008 124-015
S1 123-318 124-010

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

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