ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 28-Feb-2012
Day Change Summary
Previous Current
27-Feb-2012 28-Feb-2012 Change Change % Previous Week
Open 123-027 123-102 0-075 0.2% 122-300
High 123-120 123-147 0-027 0.1% 123-060
Low 123-015 123-085 0-070 0.2% 122-270
Close 123-105 123-125 0-020 0.1% 123-030
Range 0-105 0-062 -0-043 -41.0% 0-110
ATR 0-076 0-075 -0-001 -1.3% 0-000
Volume 718,864 758,300 39,436 5.5% 463,273
Daily Pivots for day following 28-Feb-2012
Classic Woodie Camarilla DeMark
R4 123-305 123-277 123-159
R3 123-243 123-215 123-142
R2 123-181 123-181 123-136
R1 123-153 123-153 123-131 123-167
PP 123-119 123-119 123-119 123-126
S1 123-091 123-091 123-119 123-105
S2 123-057 123-057 123-114
S3 122-315 123-029 123-108
S4 122-253 122-287 123-091
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-023 123-297 123-090
R3 123-233 123-187 123-060
R2 123-123 123-123 123-050
R1 123-077 123-077 123-040 123-100
PP 123-013 123-013 123-013 123-025
S1 122-287 122-287 123-020 122-310
S2 122-223 122-223 123-010
S3 122-113 122-177 123-000
S4 122-003 122-067 122-290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-147 122-270 0-197 0.5% 0-077 0.2% 89% True False 385,959
10 123-190 122-270 0-240 0.6% 0-081 0.2% 73% False False 194,681
20 124-000 122-270 1-050 0.9% 0-063 0.2% 47% False False 98,096
40 124-000 122-200 1-120 1.1% 0-051 0.1% 56% False False 49,116
Crabel Price Patterns
NR True
NR4 False
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 0-012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-090
2.618 123-309
1.618 123-247
1.000 123-209
0.618 123-185
HIGH 123-147
0.618 123-123
0.500 123-116
0.382 123-109
LOW 123-085
0.618 123-047
1.000 123-023
1.618 122-305
2.618 122-243
4.250 122-142
Fisher Pivots for day following 28-Feb-2012
Pivot 1 day 3 day
R1 123-122 123-110
PP 123-119 123-094
S1 123-116 123-078

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

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