ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 28-Aug-2012
Day Change Summary
Previous Current
27-Aug-2012 28-Aug-2012 Change Change % Previous Week
Open 124-005 124-070 0-065 0.2% 123-160
High 124-047 124-072 0-025 0.1% 124-060
Low 123-310 124-027 0-037 0.1% 123-130
Close 124-037 124-052 0-015 0.0% 124-010
Range 0-057 0-045 -0-012 -21.1% 0-250
ATR 0-066 0-064 -0-001 -2.3% 0-000
Volume 205,068 466,305 261,237 127.4% 190,404
Daily Pivots for day following 28-Aug-2012
Classic Woodie Camarilla DeMark
R4 124-185 124-164 124-077
R3 124-140 124-119 124-064
R2 124-095 124-095 124-060
R1 124-074 124-074 124-056 124-062
PP 124-050 124-050 124-050 124-044
S1 124-029 124-029 124-048 124-017
S2 124-005 124-005 124-044
S3 123-280 123-304 124-040
S4 123-235 123-259 124-027
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 126-070 125-290 124-148
R3 125-140 125-040 124-079
R2 124-210 124-210 124-056
R1 124-110 124-110 124-033 124-160
PP 123-280 123-280 123-280 123-305
S1 123-180 123-180 123-307 123-230
S2 123-030 123-030 123-284
S3 122-100 122-250 123-261
S4 121-170 122-000 123-192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-072 123-190 0-202 0.5% 0-076 0.2% 90% True False 167,457
10 124-072 123-100 0-292 0.7% 0-068 0.2% 93% True False 89,037
20 124-180 123-100 1-080 1.0% 0-063 0.2% 68% False False 46,148
40 124-210 123-100 1-110 1.1% 0-039 0.1% 63% False False 23,265
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-012
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 124-263
2.618 124-190
1.618 124-145
1.000 124-117
0.618 124-100
HIGH 124-072
0.618 124-055
0.500 124-050
0.382 124-044
LOW 124-027
0.618 123-319
1.000 123-302
1.618 123-274
2.618 123-229
4.250 123-156
Fisher Pivots for day following 28-Aug-2012
Pivot 1 day 3 day
R1 124-051 124-045
PP 124-050 124-038
S1 124-050 124-031

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

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