ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 20-Apr-2012

Day Change Summary
	Previous	Current
	19-Apr-2012	20-Apr-2012	Change	Change %	Previous Week
Open	123-162	123-162	0-000	0.0%	123-160
High	123-195	123-185	-0-010	0.0%	123-205
Low	123-140	123-135	-0-005	0.0%	123-120
Close	123-177	123-167	-0-010	0.0%	123-167
Range	0-055	0-050	-0-005	-9.1%	0-085
ATR	0-102	0-098	-0-004	-3.6%	0-000
Volume	375,612	287,552	-88,060	-23.4%	1,762,213

Daily Pivots for day following 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	123-312	123-290	123-194
R3	123-262	123-240	123-181
R2	123-212	123-212	123-176
R1	123-190	123-190	123-172	123-201
PP	123-162	123-162	123-162	123-168
S1	123-140	123-140	123-162	123-151
S2	123-112	123-112	123-158
S3	123-062	123-090	123-153
S4	123-012	123-040	123-140

Weekly Pivots for week ending 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-099	124-058	123-214
R3	124-014	123-293	123-190
R2	123-249	123-249	123-183
R1	123-208	123-208	123-175	123-228
PP	123-164	123-164	123-164	123-174
S1	123-123	123-123	123-159	123-144
S2	123-079	123-079	123-151
S3	122-314	123-038	123-144
S4	122-229	122-273	123-120

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-205	123-120	0-085	0.2%	0-059	0.1%	55%	False	False	352,442
10	123-205	123-032	0-173	0.4%	0-069	0.2%	78%	False	False	386,636
20	123-205	121-285	1-240	1.4%	0-098	0.2%	93%	False	False	427,054
40	123-205	121-135	2-070	1.8%	0-107	0.3%	95%	False	False	489,892
60	124-000	121-135	2-185	2.1%	0-091	0.2%	81%	False	False	329,040

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-018
Narrowest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	124-078
2.618	123-316
1.618	123-266
1.000	123-235
0.618	123-216
HIGH	123-185
0.618	123-166
0.500	123-160
0.382	123-154
LOW	123-135
0.618	123-104
1.000	123-085
1.618	123-054
2.618	123-004
4.250	122-242

Fisher Pivots for day following 20-Apr-2012
Pivot	1 day	3 day
R1	123-165	123-165
PP	123-162	123-162
S1	123-160	123-160

Download as Excel Spreadsheet

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

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