ECBOT 5 Year T-Note Future September 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 27-Aug-2012
Day Change Summary
Previous Current
24-Aug-2012 27-Aug-2012 Change Change % Previous Week
Open 124-120 124-117 -0-003 0.0% 123-285
High 124-165 124-165 0-000 0.0% 124-172
Low 124-110 124-102 -0-008 0.0% 123-235
Close 124-120 124-150 0-030 0.1% 124-120
Range 0-055 0-063 0-008 14.5% 0-257
ATR 0-081 0-079 -0-001 -1.6% 0-000
Volume 425,059 397,991 -27,068 -6.4% 2,089,986
Daily Pivots for day following 27-Aug-2012
Classic Woodie Camarilla DeMark
R4 125-008 124-302 124-185
R3 124-265 124-239 124-167
R2 124-202 124-202 124-162
R1 124-176 124-176 124-156 124-189
PP 124-139 124-139 124-139 124-146
S1 124-113 124-113 124-144 124-126
S2 124-076 124-076 124-138
S3 124-013 124-050 124-133
S4 123-270 123-307 124-115
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 126-200 126-097 124-261
R3 125-263 125-160 124-191
R2 125-006 125-006 124-167
R1 124-223 124-223 124-144 124-274
PP 124-069 124-069 124-069 124-095
S1 123-286 123-286 124-096 124-018
S2 123-132 123-132 124-073
S3 122-195 123-029 124-049
S4 121-258 122-092 123-299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-172 123-252 0-240 0.6% 0-082 0.2% 91% False False 443,814
10 124-172 123-222 0-270 0.7% 0-078 0.2% 92% False False 398,352
20 124-282 123-222 1-060 1.0% 0-082 0.2% 65% False False 380,015
40 125-000 123-222 1-098 1.0% 0-076 0.2% 59% False False 335,909
60 125-000 123-085 1-235 1.4% 0-085 0.2% 69% False False 369,258
80 125-000 123-085 1-235 1.4% 0-080 0.2% 69% False False 320,632
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-113
2.618 125-010
1.618 124-267
1.000 124-228
0.618 124-204
HIGH 124-165
0.618 124-141
0.500 124-134
0.382 124-126
LOW 124-102
0.618 124-063
1.000 124-039
1.618 124-000
2.618 123-257
4.250 123-154
Fisher Pivots for day following 27-Aug-2012
Pivot 1 day 3 day
R1 124-144 124-145
PP 124-139 124-141
S1 124-134 124-136

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

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