ECBOT 5 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 123-312 123-260 -0-052 -0.1% 123-275
High 124-020 124-060 0-040 0.1% 124-060
Low 123-255 123-260 0-005 0.0% 123-085
Close 123-292 124-047 0-075 0.2% 124-047
Range 0-085 0-120 0-035 41.2% 0-295
ATR 0-095 0-097 0-002 1.9% 0-000
Volume 437,249 375,904 -61,345 -14.0% 2,156,155
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 125-056 125-011 124-113
R3 124-256 124-211 124-080
R2 124-136 124-136 124-069
R1 124-091 124-091 124-058 124-114
PP 124-016 124-016 124-016 124-027
S1 123-291 123-291 124-036 123-314
S2 123-216 123-216 124-025
S3 123-096 123-171 124-014
S4 122-296 123-051 123-301
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 126-202 126-100 124-209
R3 125-227 125-125 124-128
R2 124-252 124-252 124-101
R1 124-150 124-150 124-074 124-201
PP 123-277 123-277 123-277 123-303
S1 123-175 123-175 124-020 123-226
S2 122-302 122-302 123-313
S3 122-007 122-200 123-286
S4 121-032 121-225 123-205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-060 123-085 0-295 0.7% 0-141 0.4% 96% True False 431,231
10 124-152 123-085 1-067 1.0% 0-120 0.3% 73% False False 458,538
20 124-200 123-085 1-115 1.1% 0-104 0.3% 65% False False 401,984
40 124-200 123-030 1-170 1.2% 0-068 0.2% 69% False False 202,223
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-250
2.618 125-054
1.618 124-254
1.000 124-180
0.618 124-134
HIGH 124-060
0.618 124-014
0.500 124-000
0.382 123-306
LOW 123-260
0.618 123-186
1.000 123-140
1.618 123-066
2.618 122-266
4.250 122-070
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 124-031 124-024
PP 124-016 124-001
S1 124-000 123-298

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

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