ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 10-Apr-2012
Day Change Summary
Previous Current
09-Apr-2012 10-Apr-2012 Change Change % Previous Week
Open 123-080 123-047 -0-033 -0.1% 122-160
High 123-092 123-155 0-063 0.2% 122-287
Low 123-037 123-032 -0-005 0.0% 122-047
Close 123-055 123-140 0-085 0.2% 122-227
Range 0-055 0-123 0-068 123.6% 0-240
ATR 0-127 0-127 0-000 -0.2% 0-000
Volume 311,462 581,653 270,191 86.7% 1,965,906
Daily Pivots for day following 10-Apr-2012
Classic Woodie Camarilla DeMark
R4 124-158 124-112 123-208
R3 124-035 123-309 123-174
R2 123-232 123-232 123-163
R1 123-186 123-186 123-151 123-209
PP 123-109 123-109 123-109 123-120
S1 123-063 123-063 123-129 123-086
S2 122-306 122-306 123-117
S3 122-183 122-260 123-106
S4 122-060 122-137 123-072
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 124-267 124-167 123-039
R3 124-027 123-247 122-293
R2 123-107 123-107 122-271
R1 123-007 123-007 122-249 123-057
PP 122-187 122-187 122-187 122-212
S1 122-087 122-087 122-205 122-137
S2 121-267 121-267 122-183
S3 121-027 121-167 122-161
S4 120-107 120-247 122-095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-155 122-047 1-108 1.1% 0-130 0.3% 96% True False 487,810
10 123-155 122-040 1-115 1.1% 0-123 0.3% 97% True False 480,804
20 123-155 121-135 2-020 1.7% 0-135 0.3% 98% True False 527,656
40 123-190 121-135 2-055 1.8% 0-111 0.3% 93% False False 418,843
60 124-000 121-135 2-185 2.1% 0-090 0.2% 78% False False 279,506
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-038
2.618 124-157
1.618 124-034
1.000 123-278
0.618 123-231
HIGH 123-155
0.618 123-108
0.500 123-094
0.382 123-079
LOW 123-032
0.618 122-276
1.000 122-229
1.618 122-153
2.618 122-030
4.250 121-149
Fisher Pivots for day following 10-Apr-2012
Pivot 1 day 3 day
R1 123-124 123-092
PP 123-109 123-044
S1 123-094 122-316

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

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