ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 23-May-2012
Day Change Summary
Previous Current
22-May-2012 23-May-2012 Change Change % Previous Week
Open 124-020 124-000 -0-020 -0.1% 124-040
High 124-025 124-057 0-032 0.1% 124-100
Low 123-280 123-275 -0-005 0.0% 123-312
Close 123-300 124-042 0-062 0.2% 124-027
Range 0-065 0-102 0-037 56.9% 0-108
ATR 0-073 0-075 0-002 2.8% 0-000
Volume 472,767 671,727 198,960 42.1% 2,215,606
Daily Pivots for day following 23-May-2012
Classic Woodie Camarilla DeMark
R4 125-004 124-285 124-098
R3 124-222 124-183 124-070
R2 124-120 124-120 124-061
R1 124-081 124-081 124-051 124-100
PP 124-018 124-018 124-018 124-028
S1 123-299 123-299 124-033 123-318
S2 123-236 123-236 124-023
S3 123-134 123-197 124-014
S4 123-032 123-095 123-306
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
5 124-057 123-275 0-102 0.3% 0-072 0.2% 85% True True 479,391
10 124-100 123-275 0-145 0.4% 0-066 0.2% 60% False True 447,093
20 124-100 123-175 0-245 0.6% 0-068 0.2% 76% False False 396,844
40 124-100 122-047 2-053 1.7% 0-079 0.2% 92% False False 411,029
60 124-100 121-135 2-285 2.3% 0-094 0.2% 94% False False 448,186
80 124-100 121-135 2-285 2.3% 0-086 0.2% 94% False False 360,663
100 124-100 121-135 2-285 2.3% 0-077 0.2% 94% False False 288,558
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 125-170
2.618 125-004
1.618 124-222
1.000 124-159
0.618 124-120
HIGH 124-057
0.618 124-018
0.500 124-006
0.382 123-314
LOW 123-275
0.618 123-212
1.000 123-173
1.618 123-110
2.618 123-008
4.250 122-162
Fisher Pivots for day following 23-May-2012
Pivot 1 day 3 day
R1 124-030 124-030
PP 124-018 124-018
S1 124-006 124-006

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

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