ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 15-May-2012
Day Change Summary
Previous Current
14-May-2012 15-May-2012 Change Change % Previous Week
Open 124-040 124-087 0-047 0.1% 123-312
High 124-100 124-100 0-000 0.0% 124-065
Low 124-040 124-040 0-000 0.0% 123-292
Close 124-075 124-047 -0-028 -0.1% 124-042
Range 0-060 0-060 0-000 0.0% 0-093
ATR 0-076 0-075 -0-001 -1.5% 0-000
Volume 386,547 446,358 59,811 15.5% 1,806,026
Daily Pivots for day following 15-May-2012
Classic Woodie Camarilla DeMark
R4 124-242 124-205 124-080
R3 124-182 124-145 124-064
R2 124-122 124-122 124-058
R1 124-085 124-085 124-052 124-074
PP 124-062 124-062 124-062 124-057
S1 124-025 124-025 124-042 124-014
S2 124-002 124-002 124-036
S3 123-262 123-285 124-030
S4 123-202 123-225 124-014
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 124-305 124-267 124-093
R3 124-212 124-174 124-068
R2 124-119 124-119 124-059
R1 124-081 124-081 124-051 124-100
PP 124-026 124-026 124-026 124-036
S1 123-308 123-308 124-033 124-007
S2 123-253 123-253 124-025
S3 123-160 123-215 124-016
S4 123-067 123-122 123-311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-100 123-295 0-125 0.3% 0-056 0.1% 58% True False 406,272
10 124-100 123-202 0-218 0.5% 0-065 0.2% 76% True False 368,247
20 124-100 123-102 0-318 0.8% 0-065 0.2% 83% True False 360,732
40 124-100 121-135 2-285 2.3% 0-086 0.2% 94% True False 409,542
60 124-100 121-135 2-285 2.3% 0-094 0.2% 94% True False 432,396
80 124-100 121-135 2-285 2.3% 0-087 0.2% 94% True False 324,587
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Fibonacci Retracements and Extensions
4.250 125-035
2.618 124-257
1.618 124-197
1.000 124-160
0.618 124-137
HIGH 124-100
0.618 124-077
0.500 124-070
0.382 124-063
LOW 124-040
0.618 124-003
1.000 123-300
1.618 123-263
2.618 123-203
4.250 123-105
Fisher Pivots for day following 15-May-2012
Pivot 1 day 3 day
R1 124-070 124-061
PP 124-062 124-056
S1 124-055 124-052

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

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