ECBOT 5 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 12-Jun-2012
Day Change Summary
Previous Current
11-Jun-2012 12-Jun-2012 Change Change % Previous Week
Open 123-275 124-017 0-062 0.2% 124-140
High 124-037 124-035 -0-002 0.0% 124-152
Low 123-085 123-230 0-145 0.4% 123-252
Close 124-012 123-245 -0-087 -0.2% 123-297
Range 0-272 0-125 -0-147 -54.0% 0-220
ATR 0-093 0-095 0-002 2.5% 0-000
Volume 444,476 423,827 -20,649 -4.6% 2,429,232
Daily Pivots for day following 12-Jun-2012
Classic Woodie Camarilla DeMark
R4 125-012 124-253 123-314
R3 124-207 124-128 123-279
R2 124-082 124-082 123-268
R1 124-003 124-003 123-256 123-300
PP 123-277 123-277 123-277 123-265
S1 123-198 123-198 123-234 123-175
S2 123-152 123-152 123-222
S3 123-027 123-073 123-211
S4 122-222 122-268 123-176
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
5 124-067 123-085 0-302 0.8% 0-136 0.3% 53% False False 490,706
10 124-200 123-085 1-115 1.1% 0-132 0.3% 37% False False 568,467
20 124-200 123-085 1-115 1.1% 0-094 0.2% 37% False False 339,250
40 124-200 123-000 1-200 1.3% 0-061 0.2% 47% False False 170,162
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 0-029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-246
2.618 125-042
1.618 124-237
1.000 124-160
0.618 124-112
HIGH 124-035
0.618 123-307
0.500 123-292
0.382 123-278
LOW 123-230
0.618 123-153
1.000 123-105
1.618 123-028
2.618 122-223
4.250 122-019
Fisher Pivots for day following 12-Jun-2012
Pivot 1 day 3 day
R1 123-292 123-242
PP 123-277 123-239
S1 123-261 123-236

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

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