ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 29-May-2012
Day Change Summary
Previous Current
25-May-2012 29-May-2012 Change Change % Previous Week
Open 123-305 124-000 0-015 0.0% 124-002
High 124-020 124-040 0-020 0.1% 124-057
Low 123-287 123-285 -0-002 0.0% 123-275
Close 124-002 123-315 -0-007 0.0% 124-002
Range 0-053 0-075 0-022 41.5% 0-102
ATR 0-074 0-074 0-000 0.1% 0-000
Volume 553,621 1,108,266 554,645 100.2% 2,869,622
Daily Pivots for day following 29-May-2012
Classic Woodie Camarilla DeMark
R4 124-225 124-185 124-036
R3 124-150 124-110 124-016
R2 124-075 124-075 124-009
R1 124-035 124-035 124-002 124-018
PP 124-000 124-000 124-000 123-311
S1 123-280 123-280 123-308 123-262
S2 123-245 123-245 123-301
S3 123-170 123-205 123-294
S4 123-095 123-130 123-274
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 124-311 124-258 124-058
R3 124-209 124-156 124-030
R2 124-107 124-107 124-021
R1 124-054 124-054 124-011 124-053
PP 124-005 124-005 124-005 124-004
S1 123-272 123-272 123-313 123-271
S2 123-223 123-223 123-303
S3 123-121 123-170 123-294
S4 123-019 123-068 123-266
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% 0-076 0.2% 39% False False 723,444
10 124-100 123-275 0-145 0.4% 0-072 0.2% 28% False False 580,694
20 124-100 123-202 0-218 0.5% 0-068 0.2% 52% False False 465,888
40 124-100 122-047 2-053 1.7% 0-077 0.2% 85% False False 435,425
60 124-100 121-135 2-285 2.3% 0-092 0.2% 89% False False 458,651
80 124-100 121-135 2-285 2.3% 0-089 0.2% 89% False False 391,541
100 124-100 121-135 2-285 2.3% 0-078 0.2% 89% False False 313,285
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-039
2.618 124-236
1.618 124-161
1.000 124-115
0.618 124-086
HIGH 124-040
0.618 124-011
0.500 124-002
0.382 123-314
LOW 123-285
0.618 123-239
1.000 123-210
1.618 123-164
2.618 123-089
4.250 122-286
Fisher Pivots for day following 29-May-2012
Pivot 1 day 3 day
R1 124-002 124-008
PP 124-000 124-004
S1 123-318 124-000

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

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