ECBOT 5 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 27-Jun-2012
Day Change Summary
Previous Current
26-Jun-2012 27-Jun-2012 Change Change % Previous Week
Open 124-005 123-305 -0-020 -0.1% 123-310
High 124-012 124-007 -0-005 0.0% 124-070
Low 123-275 123-285 0-010 0.0% 123-227
Close 123-305 124-000 0-015 0.0% 123-247
Range 0-057 0-042 -0-015 -26.3% 0-163
ATR 0-091 0-087 -0-003 -3.8% 0-000
Volume 350,175 364,668 14,493 4.1% 2,139,559
Daily Pivots for day following 27-Jun-2012
Classic Woodie Camarilla DeMark
R4 124-117 124-100 124-023
R3 124-075 124-058 124-012
R2 124-033 124-033 124-008
R1 124-016 124-016 124-004 124-024
PP 123-311 123-311 123-311 123-315
S1 123-294 123-294 123-316 123-302
S2 123-269 123-269 123-312
S3 123-227 123-252 123-308
S4 123-185 123-210 123-297
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 125-137 125-035 124-017
R3 124-294 124-192 123-292
R2 124-131 124-131 123-277
R1 124-029 124-029 123-262 123-318
PP 123-288 123-288 123-288 123-273
S1 123-186 123-186 123-232 123-156
S2 123-125 123-125 123-217
S3 122-282 123-023 123-202
S4 122-119 122-180 123-157
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-012 123-230 0-102 0.3% 0-067 0.2% 88% False False 359,021
10 124-070 123-227 0-163 0.4% 0-084 0.2% 57% False False 396,835
20 124-200 123-085 1-115 1.1% 0-105 0.3% 54% False False 458,308
40 124-200 123-080 1-120 1.1% 0-079 0.2% 55% False False 280,897
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 124-186
2.618 124-117
1.618 124-075
1.000 124-049
0.618 124-033
HIGH 124-007
0.618 123-311
0.500 123-306
0.382 123-301
LOW 123-285
0.618 123-259
1.000 123-243
1.618 123-217
2.618 123-175
4.250 123-106
Fisher Pivots for day following 27-Jun-2012
Pivot 1 day 3 day
R1 123-315 123-309
PP 123-311 123-297
S1 123-306 123-286

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

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