ECBOT 5 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 20-Aug-2012
Day Change Summary
Previous Current
17-Aug-2012 20-Aug-2012 Change Change % Previous Week
Open 123-260 123-285 0-025 0.1% 124-105
High 123-305 123-312 0-007 0.0% 124-130
Low 123-255 123-235 -0-020 -0.1% 123-222
Close 123-280 123-297 0-017 0.0% 123-280
Range 0-050 0-077 0-027 54.0% 0-228
ATR 0-079 0-079 0-000 -0.2% 0-000
Volume 275,124 268,903 -6,221 -2.3% 1,710,081
Daily Pivots for day following 20-Aug-2012
Classic Woodie Camarilla DeMark
R4 124-192 124-162 124-019
R3 124-115 124-085 123-318
R2 124-038 124-038 123-311
R1 124-008 124-008 123-304 124-023
PP 123-281 123-281 123-281 123-289
S1 123-251 123-251 123-290 123-266
S2 123-204 123-204 123-283
S3 123-127 123-174 123-276
S4 123-050 123-097 123-255
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
5 124-105 123-222 0-203 0.5% 0-074 0.2% 37% False False 352,889
10 124-167 123-222 0-265 0.7% 0-075 0.2% 28% False False 335,609
20 125-000 123-222 1-098 1.1% 0-083 0.2% 18% False False 363,465
40 125-000 123-222 1-098 1.1% 0-076 0.2% 18% False False 330,287
60 125-000 123-085 1-235 1.4% 0-087 0.2% 38% False False 384,039
80 125-000 123-080 1-240 1.4% 0-077 0.2% 39% False False 292,944
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-319
2.618 124-194
1.618 124-117
1.000 124-069
0.618 124-040
HIGH 123-312
0.618 123-283
0.500 123-274
0.382 123-264
LOW 123-235
0.618 123-187
1.000 123-158
1.618 123-110
2.618 123-033
4.250 122-228
Fisher Pivots for day following 20-Aug-2012
Pivot 1 day 3 day
R1 123-289 123-287
PP 123-281 123-277
S1 123-274 123-267

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

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