ECBOT 5 Year T-Note Future September 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary
Previous Current
30-May-2012 31-May-2012 Change Change % Previous Week
Open 123-220 124-050 0-150 0.4% 123-240
High 124-050 124-130 0-080 0.2% 123-280
Low 123-210 124-000 0-110 0.3% 123-180
Close 124-040 124-060 0-020 0.1% 123-240
Range 0-160 0-130 -0-030 -18.8% 0-100
ATR 0-060 0-065 0-005 8.3% 0-000
Volume 961,554 708,707 -252,847 -26.3% 725,840
Daily Pivots for day following 31-May-2012
Classic Woodie Camarilla DeMark
R4 125-133 125-067 124-132
R3 125-003 124-257 124-096
R2 124-193 124-193 124-084
R1 124-127 124-127 124-072 124-160
PP 124-063 124-063 124-063 124-080
S1 123-317 123-317 124-048 124-030
S2 123-253 123-253 124-036
S3 123-123 123-187 124-024
S4 122-313 123-057 123-308
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 124-213 124-167 123-295
R3 124-113 124-067 123-268
R2 124-013 124-013 123-258
R1 123-287 123-287 123-249 123-290
PP 123-233 123-233 123-233 123-235
S1 123-187 123-187 123-231 123-190
S2 123-133 123-133 123-222
S3 123-033 123-087 123-212
S4 122-253 122-307 123-185
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-130 123-200 0-250 0.6% 0-098 0.2% 72% True False 519,093
10 124-130 123-180 0-270 0.7% 0-078 0.2% 74% True False 274,205
20 124-130 123-120 1-010 0.8% 0-058 0.1% 79% True False 138,908
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 0-018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-042
2.618 125-150
1.618 125-020
1.000 124-260
0.618 124-210
HIGH 124-130
0.618 124-080
0.500 124-065
0.382 124-050
LOW 124-000
0.618 123-240
1.000 123-190
1.618 123-110
2.618 122-300
4.250 122-088
Fisher Pivots for day following 31-May-2012
Pivot 1 day 3 day
R1 124-065 124-043
PP 124-063 124-027
S1 124-062 124-010

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

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