ECBOT 5 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 124-142 124-157 0-015 0.0% 123-317
High 124-165 124-187 0-022 0.1% 124-150
Low 124-132 124-122 -0-010 0.0% 123-307
Close 124-160 124-147 -0-013 0.0% 124-127
Range 0-033 0-065 0-032 97.0% 0-163
ATR 0-083 0-081 -0-001 -1.5% 0-000
Volume 245,497 375,429 129,932 52.9% 766,865
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 125-027 124-312 124-183
R3 124-282 124-247 124-165
R2 124-217 124-217 124-159
R1 124-182 124-182 124-153 124-167
PP 124-152 124-152 124-152 124-144
S1 124-117 124-117 124-141 124-102
S2 124-087 124-087 124-135
S3 124-022 124-052 124-129
S4 123-277 123-307 124-111
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 125-257 125-195 124-217
R3 125-094 125-032 124-172
R2 124-251 124-251 124-157
R1 124-189 124-189 124-142 124-220
PP 124-088 124-088 124-088 124-104
S1 124-026 124-026 124-112 124-057
S2 123-245 123-245 124-097
S3 123-082 123-183 124-082
S4 122-239 123-020 124-037
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-187 124-027 0-160 0.4% 0-058 0.1% 75% True False 226,376
10 124-187 123-262 0-245 0.6% 0-076 0.2% 84% True False 293,399
20 124-187 123-217 0-290 0.7% 0-083 0.2% 86% True False 350,618
40 124-200 123-085 1-115 1.1% 0-089 0.2% 88% False False 344,934
60 124-200 123-000 1-200 1.3% 0-068 0.2% 90% False False 230,314
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-143
2.618 125-037
1.618 124-292
1.000 124-252
0.618 124-227
HIGH 124-187
0.618 124-162
0.500 124-154
0.382 124-147
LOW 124-122
0.618 124-082
1.000 124-057
1.618 124-017
2.618 123-272
4.250 123-166
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 124-154 124-154
PP 124-152 124-152
S1 124-150 124-150

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

View Archives - Comment on this page... - Back to Index of Symbols