ECBOT 5 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 05-Jul-2012
Day Change Summary
Previous Current
03-Jul-2012 05-Jul-2012 Change Change % Previous Week
Open 124-077 124-042 -0-035 -0.1% 123-245
High 124-097 124-097 0-000 0.0% 124-077
Low 124-025 124-027 0-002 0.0% 123-240
Close 124-035 124-075 0-040 0.1% 123-310
Range 0-072 0-070 -0-002 -2.8% 0-157
ATR 0-092 0-091 -0-002 -1.7% 0-000
Volume 335 541 206 61.5% 1,994,194
Daily Pivots for day following 05-Jul-2012
Classic Woodie Camarilla DeMark
R4 124-276 124-246 124-114
R3 124-206 124-176 124-094
R2 124-136 124-136 124-088
R1 124-106 124-106 124-081 124-121
PP 124-066 124-066 124-066 124-074
S1 124-036 124-036 124-069 124-051
S2 123-316 123-316 124-062
S3 123-246 123-286 124-056
S4 123-176 123-216 124-036
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 125-147 125-065 124-076
R3 124-310 124-228 124-033
R2 124-153 124-153 124-019
R1 124-071 124-071 124-004 124-112
PP 123-316 123-316 123-316 124-016
S1 123-234 123-234 123-296 123-275
S2 123-159 123-159 123-281
S3 123-002 123-077 123-267
S4 122-165 122-240 123-224
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-115 123-262 0-173 0.4% 0-099 0.2% 77% False False 287,597
10 124-115 123-230 0-205 0.5% 0-083 0.2% 80% False False 323,309
20 124-115 123-085 1-030 0.9% 0-099 0.3% 89% False False 383,309
40 124-200 123-085 1-115 1.1% 0-086 0.2% 71% False False 316,788
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-074
2.618 124-280
1.618 124-210
1.000 124-167
0.618 124-140
HIGH 124-097
0.618 124-070
0.500 124-062
0.382 124-054
LOW 124-027
0.618 123-304
1.000 123-277
1.618 123-234
2.618 123-164
4.250 123-050
Fisher Pivots for day following 05-Jul-2012
Pivot 1 day 3 day
R1 124-071 124-067
PP 124-066 124-059
S1 124-062 124-051

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

View Archives - Comment on this page... - Back to Index of Symbols