ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary
Previous Current
30-May-2012 31-May-2012 Change Change % Previous Week
Open 123-295 124-105 0-130 0.3% 124-002
High 124-115 124-185 0-070 0.2% 124-057
Low 123-292 124-067 0-095 0.2% 123-275
Close 124-107 124-120 0-013 0.0% 124-002
Range 0-143 0-118 -0-025 -17.5% 0-102
ATR 0-079 0-082 0-003 3.5% 0-000
Volume 782,158 219,079 -563,079 -72.0% 2,869,622
Daily Pivots for day following 31-May-2012
Classic Woodie Camarilla DeMark
R4 125-158 125-097 124-185
R3 125-040 124-299 124-152
R2 124-242 124-242 124-142
R1 124-181 124-181 124-131 124-212
PP 124-124 124-124 124-124 124-139
S1 124-063 124-063 124-109 124-094
S2 124-006 124-006 124-098
S3 123-208 123-265 124-088
S4 123-090 123-147 124-055
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
5 124-185 123-285 0-220 0.6% 0-095 0.2% 70% True False 694,792
10 124-185 123-275 0-230 0.6% 0-084 0.2% 72% True False 587,092
20 124-185 123-202 0-303 0.8% 0-075 0.2% 79% True False 485,975
40 124-185 122-047 2-138 2.0% 0-075 0.2% 92% True False 436,595
60 124-185 121-135 3-050 2.5% 0-093 0.2% 94% True False 460,997
80 124-185 121-135 3-050 2.5% 0-090 0.2% 94% True False 403,985
100 124-185 121-135 3-050 2.5% 0-080 0.2% 94% True False 323,296
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 0-025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-046
2.618 125-174
1.618 125-056
1.000 124-303
0.618 124-258
HIGH 124-185
0.618 124-140
0.500 124-126
0.382 124-112
LOW 124-067
0.618 123-314
1.000 123-269
1.618 123-196
2.618 123-078
4.250 122-206
Fisher Pivots for day following 31-May-2012
Pivot 1 day 3 day
R1 124-126 124-105
PP 124-124 124-090
S1 124-122 124-075

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

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