ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 09-May-2012
Day Change Summary
Previous Current
08-May-2012 09-May-2012 Change Change % Previous Week
Open 123-305 124-012 0-027 0.1% 123-247
High 124-045 124-065 0-020 0.1% 124-005
Low 123-292 124-007 0-035 0.1% 123-202
Close 124-017 124-020 0-003 0.0% 123-300
Range 0-073 0-058 -0-015 -20.5% 0-123
ATR 0-082 0-081 -0-002 -2.1% 0-000
Volume 390,586 448,289 57,703 14.8% 1,638,281
Daily Pivots for day following 09-May-2012
Classic Woodie Camarilla DeMark
R4 124-205 124-170 124-052
R3 124-147 124-112 124-036
R2 124-089 124-089 124-031
R1 124-054 124-054 124-025 124-072
PP 124-031 124-031 124-031 124-039
S1 123-316 123-316 124-015 124-014
S2 123-293 123-293 124-009
S3 123-235 123-258 124-004
S4 123-177 123-200 123-308
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
5 124-065 123-202 0-183 0.5% 0-072 0.2% 75% True False 354,923
10 124-065 123-175 0-210 0.5% 0-069 0.2% 79% True False 346,595
20 124-065 123-075 0-310 0.8% 0-067 0.2% 85% True False 358,251
40 124-065 121-135 2-250 2.2% 0-100 0.3% 95% True False 440,946
60 124-065 121-135 2-250 2.2% 0-096 0.2% 95% True False 406,117
80 124-065 121-135 2-250 2.2% 0-085 0.2% 95% True False 304,809
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 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-312
2.618 124-217
1.618 124-159
1.000 124-123
0.618 124-101
HIGH 124-065
0.618 124-043
0.500 124-036
0.382 124-029
LOW 124-007
0.618 123-291
1.000 123-269
1.618 123-233
2.618 123-175
4.250 123-080
Fisher Pivots for day following 09-May-2012
Pivot 1 day 3 day
R1 124-036 124-020
PP 124-031 124-019
S1 124-025 124-018

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

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