ECBOT 5 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 21-May-2012
Day Change Summary
Previous Current
18-May-2012 21-May-2012 Change Change % Previous Week
Open 123-250 123-240 -0-010 0.0% 123-280
High 123-260 123-260 0-000 0.0% 123-310
Low 123-210 123-210 0-000 0.0% 123-210
Close 123-250 123-250 0-000 0.0% 123-250
Range 0-050 0-050 0-000 0.0% 0-100
ATR 0-045 0-045 0-000 0.8% 0-000
Volume 4,394 11,244 6,850 155.9% 38,793
Daily Pivots for day following 21-May-2012
Classic Woodie Camarilla DeMark
R4 124-070 124-050 123-278
R3 124-020 124-000 123-264
R2 123-290 123-290 123-259
R1 123-270 123-270 123-255 123-280
PP 123-240 123-240 123-240 123-245
S1 123-220 123-220 123-245 123-230
S2 123-190 123-190 123-241
S3 123-140 123-170 123-236
S4 123-090 123-120 123-222
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 124-237 124-183 123-305
R3 124-137 124-083 123-278
R2 124-037 124-037 123-268
R1 123-303 123-303 123-259 123-280
PP 123-257 123-257 123-257 123-245
S1 123-203 123-203 123-241 123-180
S2 123-157 123-157 123-232
S3 123-057 123-103 123-222
S4 122-277 123-003 123-195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-280 123-210 0-070 0.2% 0-046 0.1% 57% False True 9,762
10 123-310 123-190 0-120 0.3% 0-038 0.1% 50% False False 5,506
20 123-310 123-050 0-260 0.7% 0-038 0.1% 77% False False 3,177
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-005
Fibonacci Retracements and Extensions
4.250 124-152
2.618 124-071
1.618 124-021
1.000 123-310
0.618 123-291
HIGH 123-260
0.618 123-241
0.500 123-235
0.382 123-229
LOW 123-210
0.618 123-179
1.000 123-160
1.618 123-129
2.618 123-079
4.250 122-318
Fisher Pivots for day following 21-May-2012
Pivot 1 day 3 day
R1 123-245 123-247
PP 123-240 123-243
S1 123-235 123-240

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

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