ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 10-Jul-2012
Day Change Summary
Previous Current
09-Jul-2012 10-Jul-2012 Change Change % Previous Week
Open 124-050 124-070 0-020 0.1% 123-290
High 124-050 124-080 0-030 0.1% 124-030
Low 124-050 124-040 -0-010 0.0% 123-240
Close 124-050 124-070 0-020 0.1% 124-030
Range 0-000 0-040 0-040 0-110
ATR 0-050 0-050 -0-001 -1.5% 0-000
Volume 8 8 0 0.0% 32
Daily Pivots for day following 10-Jul-2012
Classic Woodie Camarilla DeMark
R4 124-183 124-167 124-092
R3 124-143 124-127 124-081
R2 124-103 124-103 124-077
R1 124-087 124-087 124-074 124-090
PP 124-063 124-063 124-063 124-065
S1 124-047 124-047 124-066 124-050
S2 124-023 124-023 124-063
S3 123-303 124-007 124-059
S4 123-263 123-287 124-048
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 125-003 124-287 124-090
R3 124-213 124-177 124-060
R2 124-103 124-103 124-050
R1 124-067 124-067 124-040 124-085
PP 123-313 123-313 123-313 124-002
S1 123-277 123-277 124-020 123-295
S2 123-203 123-203 124-010
S3 123-093 123-167 124-000
S4 122-303 123-057 123-290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-080 123-240 0-160 0.4% 0-008 0.0% 94% True False 8
10 124-080 123-100 0-300 0.8% 0-004 0.0% 97% True False 8
20 124-080 123-040 1-040 0.9% 0-002 0.0% 97% True False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-001
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 124-250
2.618 124-185
1.618 124-145
1.000 124-120
0.618 124-105
HIGH 124-080
0.618 124-065
0.500 124-060
0.382 124-055
LOW 124-040
0.618 124-015
1.000 124-000
1.618 123-295
2.618 123-255
4.250 123-190
Fisher Pivots for day following 10-Jul-2012
Pivot 1 day 3 day
R1 124-067 124-065
PP 124-063 124-060
S1 124-060 124-055

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

View Archives - Comment on this page... - Back to Index of Symbols