ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 24-May-2012
Day Change Summary
Previous Current
23-May-2012 24-May-2012 Change Change % Previous Week
Open 124-000 124-025 0-025 0.1% 124-040
High 124-057 124-052 -0-005 0.0% 124-100
Low 123-275 123-287 0-012 0.0% 123-312
Close 124-042 123-315 -0-047 -0.1% 124-027
Range 0-102 0-085 -0-017 -16.7% 0-108
ATR 0-075 0-076 0-001 0.9% 0-000
Volume 671,727 810,840 139,113 20.7% 2,215,606
Daily Pivots for day following 24-May-2012
Classic Woodie Camarilla DeMark
R4 124-260 124-212 124-042
R3 124-175 124-127 124-018
R2 124-090 124-090 124-011
R1 124-042 124-042 124-003 124-024
PP 124-005 124-005 124-005 123-315
S1 123-277 123-277 123-307 123-258
S2 123-240 123-240 123-299
S3 123-155 123-192 123-292
S4 123-070 123-107 123-268
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% 0-077 0.2% 39% False False 545,181
10 124-100 123-275 0-145 0.4% 0-068 0.2% 28% False False 481,174
20 124-100 123-202 0-218 0.5% 0-068 0.2% 52% False False 416,635
40 124-100 122-047 2-053 1.7% 0-080 0.2% 85% False False 418,790
60 124-100 121-135 2-285 2.3% 0-093 0.2% 89% False False 449,158
80 124-100 121-135 2-285 2.3% 0-087 0.2% 89% False False 370,791
100 124-100 121-135 2-285 2.3% 0-078 0.2% 89% False False 296,666
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 False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-093
2.618 124-275
1.618 124-190
1.000 124-137
0.618 124-105
HIGH 124-052
0.618 124-020
0.500 124-010
0.382 123-319
LOW 123-287
0.618 123-234
1.000 123-202
1.618 123-149
2.618 123-064
4.250 122-246
Fisher Pivots for day following 24-May-2012
Pivot 1 day 3 day
R1 124-010 124-006
PP 124-005 124-002
S1 124-000 123-319

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

View Archives - Comment on this page... - Back to Index of Symbols