ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 13-Aug-2012
Day Change Summary
Previous Current
10-Aug-2012 13-Aug-2012 Change Change % Previous Week
Open 124-000 124-010 0-010 0.0% 124-050
High 124-000 124-020 0-020 0.1% 124-080
Low 124-000 124-000 0-000 0.0% 123-230
Close 124-000 124-000 0-000 0.0% 124-000
Range 0-000 0-020 0-020 0-170
ATR 0-057 0-055 -0-003 -4.6% 0-000
Volume 5,111 4,807 -304 -5.9% 20,456
Daily Pivots for day following 13-Aug-2012
Classic Woodie Camarilla DeMark
R4 124-067 124-053 124-011
R3 124-047 124-033 124-006
R2 124-027 124-027 124-004
R1 124-013 124-013 124-002 124-010
PP 124-007 124-007 124-007 124-005
S1 123-313 123-313 123-318 123-310
S2 123-307 123-307 123-316
S3 123-287 123-293 123-314
S4 123-267 123-273 123-309
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 125-187 125-103 124-094
R3 125-017 124-253 124-047
R2 124-167 124-167 124-031
R1 124-083 124-083 124-016 124-040
PP 123-317 123-317 123-317 123-295
S1 123-233 123-233 123-304 123-190
S2 123-147 123-147 123-289
S3 122-297 123-063 123-273
S4 122-127 122-213 123-226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-040 123-230 0-130 0.3% 0-036 0.1% 69% False False 4,282
10 124-190 123-230 0-280 0.7% 0-056 0.1% 32% False False 3,265
20 124-210 123-230 0-300 0.8% 0-038 0.1% 30% False False 1,982
40 124-210 123-040 1-170 1.2% 0-020 0.1% 57% False False 999
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-105
2.618 124-072
1.618 124-052
1.000 124-040
0.618 124-032
HIGH 124-020
0.618 124-012
0.500 124-010
0.382 124-008
LOW 124-000
0.618 123-308
1.000 123-300
1.618 123-288
2.618 123-268
4.250 123-235
Fisher Pivots for day following 13-Aug-2012
Pivot 1 day 3 day
R1 124-010 123-308
PP 124-007 123-297
S1 124-003 123-285

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

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