ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 24-Apr-2012

Day Change Summary
	Previous	Current
	23-Apr-2012	24-Apr-2012	Change	Change %	Previous Week
Open	123-172	123-210	0-038	0.1%	123-160
High	123-227	123-230	0-003	0.0%	123-205
Low	123-167	123-162	-0-005	0.0%	123-120
Close	123-215	123-180	-0-035	-0.1%	123-167
Range	0-060	0-068	0-008	13.3%	0-085
ATR	0-095	0-093	-0-002	-2.0%	0-000
Volume	300,171	336,527	36,356	12.1%	1,762,213

Daily Pivots for day following 24-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-075	124-035	123-217
R3	124-007	123-287	123-199
R2	123-259	123-259	123-192
R1	123-219	123-219	123-186	123-205
PP	123-191	123-191	123-191	123-184
S1	123-151	123-151	123-174	123-137
S2	123-123	123-123	123-168
S3	123-055	123-083	123-161
S4	122-307	123-015	123-143

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	123-230	123-125	0-105	0.3%	0-057	0.1%	52%	True	False	325,439
10	123-230	123-070	0-160	0.4%	0-064	0.2%	69%	True	False	360,994
20	123-230	122-040	1-190	1.3%	0-093	0.2%	90%	True	False	420,899
40	123-230	121-135	2-095	1.9%	0-106	0.3%	93%	True	False	479,354
60	124-000	121-135	2-185	2.1%	0-091	0.2%	83%	False	False	339,635

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	124-199
2.618	124-088
1.618	124-020
1.000	123-298
0.618	123-272
HIGH	123-230
0.618	123-204
0.500	123-196
0.382	123-188
LOW	123-162
0.618	123-120
1.000	123-094
1.618	123-052
2.618	122-304
4.250	122-193

Fisher Pivots for day following 24-Apr-2012
Pivot	1 day	3 day
R1	123-196	123-182
PP	123-191	123-182
S1	123-185	123-181

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