ECBOT 5 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 22-Aug-2012
Day Change Summary
Previous Current
21-Aug-2012 22-Aug-2012 Change Change % Previous Week
Open 123-305 123-310 0-005 0.0% 124-105
High 124-005 124-132 0-127 0.3% 124-130
Low 123-252 123-307 0-055 0.1% 123-222
Close 123-300 124-102 0-122 0.3% 123-280
Range 0-073 0-145 0-072 98.6% 0-228
ATR 0-078 0-083 0-005 6.7% 0-000
Volume 371,538 518,793 147,255 39.6% 1,710,081
Daily Pivots for day following 22-Aug-2012
Classic Woodie Camarilla DeMark
R4 125-189 125-130 124-182
R3 125-044 124-305 124-142
R2 124-219 124-219 124-129
R1 124-160 124-160 124-115 124-190
PP 124-074 124-074 124-074 124-088
S1 124-015 124-015 124-089 124-044
S2 123-249 123-249 124-075
S3 123-104 123-190 124-062
S4 122-279 123-045 124-022
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
5 124-132 123-222 0-230 0.6% 0-084 0.2% 87% True False 377,925
10 124-132 123-222 0-230 0.6% 0-078 0.2% 87% True False 349,049
20 124-305 123-222 1-083 1.0% 0-088 0.2% 50% False False 375,265
40 125-000 123-222 1-098 1.1% 0-078 0.2% 48% False False 336,271
60 125-000 123-085 1-235 1.4% 0-089 0.2% 61% False False 386,898
80 125-000 123-080 1-240 1.4% 0-079 0.2% 61% False False 304,027
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 126-108
2.618 125-192
1.618 125-047
1.000 124-277
0.618 124-222
HIGH 124-132
0.618 124-077
0.500 124-060
0.382 124-042
LOW 123-307
0.618 123-217
1.000 123-162
1.618 123-072
2.618 122-247
4.250 122-011
Fisher Pivots for day following 22-Aug-2012
Pivot 1 day 3 day
R1 124-088 124-076
PP 124-074 124-050
S1 124-060 124-024

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

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