ECBOT 5 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 124-097 124-027 -0-070 -0.2% 124-130
High 124-105 124-042 -0-063 -0.2% 124-190
Low 124-025 123-272 -0-073 -0.2% 124-010
Close 124-040 123-287 -0-073 -0.2% 124-110
Range 0-080 0-090 0-010 12.5% 0-180
ATR 0-081 0-081 0-001 0.8% 0-000
Volume 324,294 440,859 116,565 35.9% 1,632,469
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 124-257 124-202 124-016
R3 124-167 124-112 123-312
R2 124-077 124-077 123-304
R1 124-022 124-022 123-295 124-004
PP 123-307 123-307 123-307 123-298
S1 123-252 123-252 123-279 123-234
S2 123-217 123-217 123-270
S3 123-127 123-162 123-262
S4 123-037 123-072 123-238
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 126-003 125-237 124-209
R3 125-143 125-057 124-160
R2 124-283 124-283 124-143
R1 124-197 124-197 124-126 124-150
PP 124-103 124-103 124-103 124-080
S1 124-017 124-017 124-094 123-290
S2 123-243 123-243 124-077
S3 123-063 123-157 124-060
S4 122-203 122-297 124-011
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-130 123-272 0-178 0.4% 0-073 0.2% 8% False True 320,174
10 124-275 123-272 1-003 0.8% 0-086 0.2% 5% False True 353,571
20 125-000 123-272 1-048 0.9% 0-081 0.2% 4% False True 359,060
40 125-000 123-227 1-093 1.0% 0-077 0.2% 15% False False 339,886
60 125-000 123-085 1-235 1.4% 0-087 0.2% 36% False False 372,930
80 125-000 123-050 1-270 1.5% 0-075 0.2% 40% False False 280,492
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 125-104
2.618 124-278
1.618 124-188
1.000 124-132
0.618 124-098
HIGH 124-042
0.618 124-008
0.500 123-317
0.382 123-306
LOW 123-272
0.618 123-216
1.000 123-182
1.618 123-126
2.618 123-036
4.250 122-210
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 123-317 124-041
PP 123-307 124-016
S1 123-297 123-312

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

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