ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 19-Sep-2012
Day Change Summary
Previous Current
18-Sep-2012 19-Sep-2012 Change Change % Previous Week
Open 124-025 124-052 0-027 0.1% 124-127
High 124-100 124-095 -0-005 0.0% 124-167
Low 124-015 124-042 0-027 0.1% 123-302
Close 124-055 124-070 0-015 0.0% 124-037
Range 0-085 0-053 -0-032 -37.6% 0-185
ATR 0-085 0-083 -0-002 -2.7% 0-000
Volume 416,608 449,219 32,611 7.8% 2,948,641
Daily Pivots for day following 19-Sep-2012
Classic Woodie Camarilla DeMark
R4 124-228 124-202 124-099
R3 124-175 124-149 124-085
R2 124-122 124-122 124-080
R1 124-096 124-096 124-075 124-109
PP 124-069 124-069 124-069 124-076
S1 124-043 124-043 124-065 124-056
S2 124-016 124-016 124-060
S3 123-283 123-310 124-055
S4 123-230 123-257 124-041
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 125-297 125-192 124-139
R3 125-112 125-007 124-088
R2 124-247 124-247 124-071
R1 124-142 124-142 124-054 124-102
PP 124-062 124-062 124-062 124-042
S1 123-277 123-277 124-020 123-237
S2 123-197 123-197 124-003
S3 123-012 123-092 123-306
S4 122-147 122-227 123-255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-152 123-302 0-170 0.4% 0-096 0.2% 52% False False 567,917
10 124-200 123-302 0-218 0.5% 0-099 0.2% 40% False False 544,963
20 124-232 123-190 1-042 0.9% 0-089 0.2% 55% False False 453,377
40 124-232 123-100 1-132 1.1% 0-072 0.2% 64% False False 228,954
60 124-232 123-100 1-132 1.1% 0-049 0.1% 64% False False 152,682
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 125-000
2.618 124-234
1.618 124-181
1.000 124-148
0.618 124-128
HIGH 124-095
0.618 124-075
0.500 124-068
0.382 124-062
LOW 124-042
0.618 124-009
1.000 123-309
1.618 123-276
2.618 123-223
4.250 123-137
Fisher Pivots for day following 19-Sep-2012
Pivot 1 day 3 day
R1 124-070 124-066
PP 124-069 124-062
S1 124-068 124-058

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

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