ECBOT 5 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 17-Aug-2012
Day Change Summary
Previous Current
16-Aug-2012 17-Aug-2012 Change Change % Previous Week
Open 123-277 123-260 -0-017 0.0% 124-105
High 123-297 123-305 0-008 0.0% 124-130
Low 123-222 123-255 0-033 0.1% 123-222
Close 123-257 123-280 0-023 0.1% 123-280
Range 0-075 0-050 -0-025 -33.3% 0-228
ATR 0-081 0-079 -0-002 -2.7% 0-000
Volume 455,269 275,124 -180,145 -39.6% 1,710,081
Daily Pivots for day following 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 124-110 124-085 123-308
R3 124-060 124-035 123-294
R2 124-010 124-010 123-289
R1 123-305 123-305 123-285 123-318
PP 123-280 123-280 123-280 123-286
S1 123-255 123-255 123-275 123-268
S2 123-230 123-230 123-271
S3 123-180 123-205 123-266
S4 123-130 123-155 123-252
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 126-041 125-229 124-085
R3 125-133 125-001 124-023
R2 124-225 124-225 124-002
R1 124-093 124-093 123-301 124-045
PP 123-317 123-317 123-317 123-294
S1 123-185 123-185 123-259 123-137
S2 123-089 123-089 123-238
S3 122-181 122-277 123-217
S4 121-273 122-049 123-155
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% 0-072 0.2% 25% False False 342,016
10 124-190 123-222 0-288 0.7% 0-075 0.2% 20% False False 334,255
20 125-000 123-222 1-098 1.1% 0-082 0.2% 14% False False 367,606
40 125-000 123-222 1-098 1.1% 0-075 0.2% 14% False False 331,906
60 125-000 123-085 1-235 1.4% 0-087 0.2% 35% False False 382,998
80 125-000 123-080 1-240 1.4% 0-076 0.2% 36% False False 289,606
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-016
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 124-198
2.618 124-116
1.618 124-066
1.000 124-035
0.618 124-016
HIGH 123-305
0.618 123-286
0.500 123-280
0.382 123-274
LOW 123-255
0.618 123-224
1.000 123-205
1.618 123-174
2.618 123-124
4.250 123-042
Fisher Pivots for day following 17-Aug-2012
Pivot 1 day 3 day
R1 123-280 123-292
PP 123-280 123-288
S1 123-280 123-284

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

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