ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 124-087 124-060 -0-027 -0.1% 123-312
High 124-100 124-072 -0-028 -0.1% 124-065
Low 124-040 123-312 -0-048 -0.1% 123-292
Close 124-047 124-035 -0-012 0.0% 124-042
Range 0-060 0-080 0-020 33.3% 0-093
ATR 0-075 0-076 0-000 0.5% 0-000
Volume 446,358 490,903 44,545 10.0% 1,806,026
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 124-273 124-234 124-079
R3 124-193 124-154 124-057
R2 124-113 124-113 124-050
R1 124-074 124-074 124-042 124-054
PP 124-033 124-033 124-033 124-023
S1 123-314 123-314 124-028 123-294
S2 123-273 123-273 124-020
S3 123-193 123-234 124-013
S4 123-113 123-154 123-311
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% 0-061 0.2% 48% False False 414,795
10 124-100 123-202 0-218 0.5% 0-066 0.2% 70% False False 384,859
20 124-100 123-102 0-318 0.8% 0-066 0.2% 80% False False 368,911
40 124-100 121-170 2-250 2.2% 0-085 0.2% 93% False False 406,854
60 124-100 121-135 2-285 2.3% 0-094 0.2% 93% False False 440,400
80 124-100 121-135 2-285 2.3% 0-086 0.2% 93% False False 330,723
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 True
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 125-092
2.618 124-281
1.618 124-201
1.000 124-152
0.618 124-121
HIGH 124-072
0.618 124-041
0.500 124-032
0.382 124-023
LOW 123-312
0.618 123-263
1.000 123-232
1.618 123-183
2.618 123-103
4.250 122-292
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 124-034 124-046
PP 124-033 124-042
S1 124-032 124-039

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

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