ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 22-May-2012
Day Change Summary
Previous Current
21-May-2012 22-May-2012 Change Change % Previous Week
Open 124-002 124-020 0-018 0.0% 124-040
High 124-035 124-025 -0-010 0.0% 124-100
Low 123-282 123-280 -0-002 0.0% 123-312
Close 124-027 123-300 -0-047 -0.1% 124-027
Range 0-073 0-065 -0-008 -11.0% 0-108
ATR 0-073 0-073 0-000 -0.6% 0-000
Volume 360,667 472,767 112,100 31.1% 2,215,606
Daily Pivots for day following 22-May-2012
Classic Woodie Camarilla DeMark
R4 124-183 124-147 124-016
R3 124-118 124-082 123-318
R2 124-053 124-053 123-312
R1 124-017 124-017 123-306 124-002
PP 123-308 123-308 123-308 123-301
S1 123-272 123-272 123-294 123-258
S2 123-243 123-243 123-288
S3 123-178 123-207 123-282
S4 123-113 123-142 123-264
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
5 124-072 123-280 0-112 0.3% 0-068 0.2% 18% False True 443,227
10 124-100 123-280 0-140 0.4% 0-062 0.2% 14% False True 424,749
20 124-100 123-102 0-318 0.8% 0-067 0.2% 62% False False 390,179
40 124-100 122-040 2-060 1.8% 0-080 0.2% 83% False False 405,539
60 124-100 121-135 2-285 2.3% 0-093 0.2% 87% False False 449,629
80 124-100 121-135 2-285 2.3% 0-085 0.2% 87% False False 352,271
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 False
Bear Hook False
Bull Hook False
Stretch 0-015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-301
2.618 124-195
1.618 124-130
1.000 124-090
0.618 124-065
HIGH 124-025
0.618 124-000
0.500 123-312
0.382 123-305
LOW 123-280
0.618 123-240
1.000 123-215
1.618 123-175
2.618 123-110
4.250 123-004
Fisher Pivots for day following 22-May-2012
Pivot 1 day 3 day
R1 123-312 124-006
PP 123-308 123-317
S1 123-304 123-309

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

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