ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 30-Jan-2012
Day Change Summary
Previous Current
27-Jan-2012 30-Jan-2012 Change Change % Previous Week
Open 123-262 123-282 0-020 0.1% 123-050
High 123-305 124-017 0-032 0.1% 123-305
Low 123-242 123-282 0-040 0.1% 122-315
Close 123-285 123-310 0-025 0.1% 123-285
Range 0-063 0-055 -0-008 -12.7% 0-310
ATR 0-094 0-092 -0-003 -3.0% 0-000
Volume 442,745 411,823 -30,922 -7.0% 2,658,203
Daily Pivots for day following 30-Jan-2012
Classic Woodie Camarilla DeMark
R4 124-155 124-127 124-020
R3 124-100 124-072 124-005
R2 124-045 124-045 124-000
R1 124-017 124-017 123-315 124-031
PP 123-310 123-310 123-310 123-316
S1 123-282 123-282 123-305 123-296
S2 123-255 123-255 123-300
S3 123-200 123-227 123-295
S4 123-145 123-172 123-280
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 126-165 126-055 124-136
R3 125-175 125-065 124-050
R2 124-185 124-185 124-022
R1 124-075 124-075 123-313 124-130
PP 123-195 123-195 123-195 123-222
S1 123-085 123-085 123-257 123-140
S2 122-205 122-205 123-228
S3 121-215 122-095 123-200
S4 120-225 121-105 123-114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-017 123-005 1-012 0.8% 0-099 0.2% 92% True False 533,832
10 124-017 122-315 1-022 0.9% 0-092 0.2% 92% True False 474,672
20 124-017 122-262 1-075 1.0% 0-088 0.2% 93% True False 417,456
40 124-017 122-090 1-247 1.4% 0-093 0.2% 95% True False 387,163
60 124-017 122-090 1-247 1.4% 0-086 0.2% 95% True False 299,394
Crabel Price Patterns
NR True
NR4 True
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 0-019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-251
2.618 124-161
1.618 124-106
1.000 124-072
0.618 124-051
HIGH 124-017
0.618 123-316
0.500 123-310
0.382 123-303
LOW 123-282
0.618 123-248
1.000 123-227
1.618 123-193
2.618 123-138
4.250 123-048
Fisher Pivots for day following 30-Jan-2012
Pivot 1 day 3 day
R1 123-310 123-296
PP 123-310 123-282
S1 123-310 123-268

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

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