ECBOT 5 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 16-Aug-2012
Day Change Summary
Previous Current
15-Aug-2012 16-Aug-2012 Change Change % Previous Week
Open 124-027 123-277 -0-070 -0.2% 124-130
High 124-042 123-297 -0-065 -0.2% 124-190
Low 123-272 123-222 -0-050 -0.1% 124-010
Close 123-287 123-257 -0-030 -0.1% 124-110
Range 0-090 0-075 -0-015 -16.7% 0-180
ATR 0-081 0-081 0-000 -0.6% 0-000
Volume 440,859 455,269 14,410 3.3% 1,632,469
Daily Pivots for day following 16-Aug-2012
Classic Woodie Camarilla DeMark
R4 124-164 124-125 123-298
R3 124-089 124-050 123-278
R2 124-014 124-014 123-271
R1 123-295 123-295 123-264 123-277
PP 123-259 123-259 123-259 123-250
S1 123-220 123-220 123-250 123-202
S2 123-184 123-184 123-243
S3 123-109 123-145 123-236
S4 123-034 123-070 123-216
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
5 124-130 123-222 0-228 0.6% 0-075 0.2% 15% False True 335,355
10 124-232 123-222 1-010 0.8% 0-082 0.2% 11% False True 347,197
20 125-000 123-222 1-098 1.1% 0-082 0.2% 8% False True 366,392
40 125-000 123-222 1-098 1.1% 0-076 0.2% 8% False True 336,173
60 125-000 123-085 1-235 1.4% 0-088 0.2% 31% False False 379,996
80 125-000 123-050 1-270 1.5% 0-075 0.2% 35% False False 286,181
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-296
2.618 124-173
1.618 124-098
1.000 124-052
0.618 124-023
HIGH 123-297
0.618 123-268
0.500 123-260
0.382 123-251
LOW 123-222
0.618 123-176
1.000 123-147
1.618 123-101
2.618 123-026
4.250 122-223
Fisher Pivots for day following 16-Aug-2012
Pivot 1 day 3 day
R1 123-260 124-004
PP 123-259 123-301
S1 123-258 123-279

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

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