ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 123-125 123-110 -0-015 0.0% 123-065
High 123-150 123-215 0-065 0.2% 123-215
Low 123-100 123-100 0-000 0.0% 123-042
Close 123-112 123-192 0-080 0.2% 123-192
Range 0-050 0-115 0-065 130.0% 0-173
ATR 0-088 0-090 0-002 2.2% 0-000
Volume 388,691 446,150 57,459 14.8% 1,855,581
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 124-194 124-148 123-255
R3 124-079 124-033 123-224
R2 123-284 123-284 123-213
R1 123-238 123-238 123-203 123-261
PP 123-169 123-169 123-169 123-180
S1 123-123 123-123 123-181 123-146
S2 123-054 123-054 123-171
S3 122-259 123-008 123-160
S4 122-144 122-213 123-129
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 125-029 124-283 123-287
R3 124-176 124-110 123-240
R2 124-003 124-003 123-224
R1 123-257 123-257 123-208 123-290
PP 123-150 123-150 123-150 123-166
S1 123-084 123-084 123-176 123-117
S2 122-297 122-297 123-160
S3 122-124 122-231 123-144
S4 121-271 122-058 123-097
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-215 123-042 0-173 0.4% 0-076 0.2% 87% True False 371,116
10 123-215 122-262 0-273 0.7% 0-083 0.2% 92% True False 360,240
20 123-215 122-167 1-048 0.9% 0-088 0.2% 94% True False 311,494
40 123-215 122-090 1-125 1.1% 0-094 0.2% 95% True False 329,606
60 123-215 121-030 2-185 2.1% 0-076 0.2% 97% True False 220,502
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-064
2.618 124-196
1.618 124-081
1.000 124-010
0.618 123-286
HIGH 123-215
0.618 123-171
0.500 123-158
0.382 123-144
LOW 123-100
0.618 123-029
1.000 122-305
1.618 122-234
2.618 122-119
4.250 121-251
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 123-180 123-177
PP 123-169 123-161
S1 123-158 123-146

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

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