ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 123-300 123-240 -0-060 -0.2% 124-050
High 123-300 123-240 -0-060 -0.2% 124-080
Low 123-240 123-150 -0-090 -0.2% 123-230
Close 123-250 123-160 -0-090 -0.2% 124-000
Range 0-060 0-090 0-030 50.0% 0-170
ATR 0-056 0-059 0-003 5.5% 0-000
Volume 368 5,376 5,008 1,360.9% 20,456
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 124-133 124-077 123-210
R3 124-043 123-307 123-185
R2 123-273 123-273 123-176
R1 123-217 123-217 123-168 123-200
PP 123-183 123-183 123-183 123-175
S1 123-127 123-127 123-152 123-110
S2 123-093 123-093 123-144
S3 123-003 123-037 123-135
S4 122-233 122-267 123-110
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 125-187 125-103 124-094
R3 125-017 124-253 124-047
R2 124-167 124-167 124-031
R1 124-083 124-083 124-016 124-040
PP 123-317 123-317 123-317 123-295
S1 123-233 123-233 123-304 123-190
S2 123-147 123-147 123-289
S3 122-297 123-063 123-273
S4 122-127 122-213 123-226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-020 123-150 0-190 0.5% 0-042 0.1% 5% False True 3,882
10 124-180 123-150 1-030 0.9% 0-058 0.1% 3% False True 3,552
20 124-210 123-150 1-060 1.0% 0-045 0.1% 3% False True 2,260
40 124-210 123-040 1-170 1.2% 0-024 0.1% 24% False False 1,142
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 False
Bear Hook False
Bull Hook False
Stretch 0-007
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 124-302
2.618 124-156
1.618 124-066
1.000 124-010
0.618 123-296
HIGH 123-240
0.618 123-206
0.500 123-195
0.382 123-184
LOW 123-150
0.618 123-094
1.000 123-060
1.618 123-004
2.618 122-234
4.250 122-088
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 123-195 123-245
PP 123-183 123-217
S1 123-172 123-188

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

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