ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 04-May-2012
Day Change Summary
Previous Current
03-May-2012 04-May-2012 Change Change % Previous Week
Open 123-235 123-245 0-010 0.0% 123-247
High 123-260 124-005 0-065 0.2% 124-005
Low 123-202 123-210 0-008 0.0% 123-202
Close 123-250 123-300 0-050 0.1% 123-300
Range 0-058 0-115 0-057 98.3% 0-123
ATR 0-083 0-085 0-002 2.8% 0-000
Volume 319,620 399,139 79,519 24.9% 1,638,281
Daily Pivots for day following 04-May-2012
Classic Woodie Camarilla DeMark
R4 124-303 124-257 124-043
R3 124-188 124-142 124-012
R2 124-073 124-073 124-001
R1 124-027 124-027 123-311 124-050
PP 123-278 123-278 123-278 123-290
S1 123-232 123-232 123-289 123-255
S2 123-163 123-163 123-279
S3 123-048 123-117 123-268
S4 122-253 123-002 123-237
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 125-005 124-275 124-048
R3 124-202 124-152 124-014
R2 124-079 124-079 124-003
R1 124-029 124-029 123-311 124-054
PP 123-276 123-276 123-276 123-288
S1 123-226 123-226 123-289 123-251
S2 123-153 123-153 123-277
S3 123-030 123-103 123-266
S4 122-227 122-300 123-232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-005 123-202 0-123 0.3% 0-068 0.2% 80% True False 327,656
10 124-005 123-102 0-223 0.6% 0-073 0.2% 89% True False 358,522
20 124-005 123-032 0-293 0.7% 0-071 0.2% 91% True False 372,579
40 124-005 121-135 2-190 2.1% 0-103 0.3% 97% True False 447,275
60 124-005 121-135 2-190 2.1% 0-096 0.2% 97% True False 388,587
80 124-005 121-135 2-190 2.1% 0-083 0.2% 97% True False 291,610
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 125-174
2.618 124-306
1.618 124-191
1.000 124-120
0.618 124-076
HIGH 124-005
0.618 123-281
0.500 123-268
0.382 123-254
LOW 123-210
0.618 123-139
1.000 123-095
1.618 123-024
2.618 122-229
4.250 122-041
Fisher Pivots for day following 04-May-2012
Pivot 1 day 3 day
R1 123-289 123-288
PP 123-278 123-276
S1 123-268 123-264

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

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