ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary
Previous Current
31-Aug-2012 04-Sep-2012 Change Change % Previous Week
Open 124-115 124-230 0-115 0.3% 124-005
High 124-227 124-232 0-005 0.0% 124-227
Low 124-067 124-160 0-093 0.2% 123-310
Close 124-212 124-170 -0-042 -0.1% 124-212
Range 0-160 0-072 -0-088 -55.0% 0-237
ATR 0-071 0-071 0-000 0.1% 0-000
Volume 728,821 684,712 -44,109 -6.1% 2,284,457
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 125-083 125-039 124-210
R3 125-011 124-287 124-190
R2 124-259 124-259 124-183
R1 124-215 124-215 124-177 124-201
PP 124-187 124-187 124-187 124-180
S1 124-143 124-143 124-163 124-129
S2 124-115 124-115 124-157
S3 124-043 124-071 124-150
S4 123-291 123-319 124-130
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 126-214 126-130 125-022
R3 125-297 125-213 124-277
R2 125-060 125-060 124-255
R1 124-296 124-296 124-234 125-018
PP 124-143 124-143 124-143 124-164
S1 124-059 124-059 124-190 124-101
S2 123-226 123-226 124-169
S3 122-309 123-142 124-147
S4 122-072 122-225 124-082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-232 124-012 0-220 0.6% 0-081 0.2% 72% True False 552,820
10 124-232 123-130 1-102 1.1% 0-080 0.2% 85% True False 315,169
20 124-232 123-100 1-132 1.1% 0-064 0.2% 86% True False 160,497
40 124-232 123-100 1-132 1.1% 0-048 0.1% 86% True False 80,710
60 124-232 123-040 1-192 1.3% 0-032 0.1% 88% True False 53,809
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 True
Stretch 0-013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-218
2.618 125-100
1.618 125-028
1.000 124-304
0.618 124-276
HIGH 124-232
0.618 124-204
0.500 124-196
0.382 124-188
LOW 124-160
0.618 124-116
1.000 124-088
1.618 124-044
2.618 123-292
4.250 123-174
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 124-196 124-159
PP 124-187 124-148
S1 124-179 124-137

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

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