ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 18-Jan-2012
Day Change Summary
Previous Current
17-Jan-2012 18-Jan-2012 Change Change % Previous Week
Open 123-090 123-100 0-010 0.0% 123-030
High 123-150 123-110 -0-040 -0.1% 123-150
Low 123-090 123-100 0-010 0.0% 123-010
Close 123-150 123-110 -0-040 -0.1% 123-130
Range 0-060 0-010 -0-050 -83.3% 0-140
ATR
Volume 77 49 -28 -36.4% 66
Daily Pivots for day following 18-Jan-2012
Classic Woodie Camarilla DeMark
R4 123-137 123-133 123-116
R3 123-127 123-123 123-113
R2 123-117 123-117 123-112
R1 123-113 123-113 123-111 123-115
PP 123-107 123-107 123-107 123-108
S1 123-103 123-103 123-109 123-105
S2 123-097 123-097 123-108
S3 123-087 123-093 123-107
S4 123-077 123-083 123-104
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 124-197 124-143 123-207
R3 124-057 124-003 123-168
R2 123-237 123-237 123-156
R1 123-183 123-183 123-143 123-210
PP 123-097 123-097 123-097 123-110
S1 123-043 123-043 123-117 123-070
S2 122-277 122-277 123-104
S3 122-137 122-223 123-092
S4 121-317 122-083 123-053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-150 123-050 0-100 0.3% 0-022 0.1% 60% False False 26
10 123-150 122-200 0-270 0.7% 0-032 0.1% 85% False False 30
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 123-152
2.618 123-136
1.618 123-126
1.000 123-120
0.618 123-116
HIGH 123-110
0.618 123-106
0.500 123-105
0.382 123-104
LOW 123-100
0.618 123-094
1.000 123-090
1.618 123-084
2.618 123-074
4.250 123-058
Fisher Pivots for day following 18-Jan-2012
Pivot 1 day 3 day
R1 123-108 123-120
PP 123-107 123-117
S1 123-105 123-113

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

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