ECBOT 5 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 123-302 123-275 -0-027 -0.1% 124-140
High 124-067 124-037 -0-030 -0.1% 124-152
Low 123-287 123-085 -0-202 -0.5% 123-252
Close 123-297 124-012 0-035 0.1% 123-297
Range 0-100 0-272 0-172 172.0% 0-220
ATR 0-079 0-093 0-014 17.5% 0-000
Volume 371,682 444,476 72,794 19.6% 2,429,232
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 126-114 126-015 124-162
R3 125-162 125-063 124-087
R2 124-210 124-210 124-062
R1 124-111 124-111 124-037 124-160
PP 123-258 123-258 123-258 123-283
S1 123-159 123-159 123-307 123-208
S2 122-306 122-306 123-282
S3 122-034 122-207 123-257
S4 121-082 121-255 123-182
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 126-040 125-229 124-098
R3 125-140 125-009 124-038
R2 124-240 124-240 124-017
R1 124-109 124-109 123-317 124-064
PP 124-020 124-020 124-020 123-318
S1 123-209 123-209 123-277 123-164
S2 123-120 123-120 123-257
S3 122-220 122-309 123-236
S4 122-000 122-089 123-176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-080 123-085 0-315 0.8% 0-128 0.3% 78% False True 487,277
10 124-200 123-085 1-115 1.1% 0-126 0.3% 57% False True 559,777
20 124-200 123-085 1-115 1.1% 0-090 0.2% 57% False True 318,120
40 124-200 123-000 1-200 1.3% 0-058 0.1% 64% False False 159,630
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 127-233
2.618 126-109
1.618 125-157
1.000 124-309
0.618 124-205
HIGH 124-037
0.618 123-253
0.500 123-221
0.382 123-189
LOW 123-085
0.618 122-237
1.000 122-133
1.618 121-285
2.618 121-013
4.250 119-209
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 123-295 123-300
PP 123-258 123-268
S1 123-221 123-236

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

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