ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 12-Jul-2012
Day Change Summary
Previous Current
11-Jul-2012 12-Jul-2012 Change Change % Previous Week
Open 124-090 124-060 -0-030 -0.1% 123-290
High 124-090 124-060 -0-030 -0.1% 124-030
Low 124-060 124-060 0-000 0.0% 123-240
Close 124-060 124-060 0-000 0.0% 124-030
Range 0-030 0-000 -0-030 -100.0% 0-110
ATR 0-048 0-045 -0-003 -7.1% 0-000
Volume 5 3 -2 -40.0% 32
Daily Pivots for day following 12-Jul-2012
Classic Woodie Camarilla DeMark
R4 124-060 124-060 124-060
R3 124-060 124-060 124-060
R2 124-060 124-060 124-060
R1 124-060 124-060 124-060 124-060
PP 124-060 124-060 124-060 124-060
S1 124-060 124-060 124-060 124-060
S2 124-060 124-060 124-060
S3 124-060 124-060 124-060
S4 124-060 124-060 124-060
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
5 124-090 124-030 0-060 0.2% 0-014 0.0% 50% False False 6
10 124-090 123-110 0-300 0.8% 0-007 0.0% 90% False False 7
20 124-090 123-040 1-050 0.9% 0-004 0.0% 92% False False 7
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 0-001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-060
2.618 124-060
1.618 124-060
1.000 124-060
0.618 124-060
HIGH 124-060
0.618 124-060
0.500 124-060
0.382 124-060
LOW 124-060
0.618 124-060
1.000 124-060
1.618 124-060
2.618 124-060
4.250 124-060
Fisher Pivots for day following 12-Jul-2012
Pivot 1 day 3 day
R1 124-060 124-065
PP 124-060 124-063
S1 124-060 124-062

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

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