ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 07-May-2012
Day Change Summary
Previous Current
04-May-2012 07-May-2012 Change Change % Previous Week
Open 123-245 123-312 0-067 0.2% 123-247
High 124-005 124-032 0-027 0.1% 124-005
Low 123-210 123-297 0-087 0.2% 123-202
Close 123-300 123-302 0-002 0.0% 123-300
Range 0-115 0-055 -0-060 -52.2% 0-123
ATR 0-085 0-083 -0-002 -2.5% 0-000
Volume 399,139 216,981 -182,158 -45.6% 1,638,281
Daily Pivots for day following 07-May-2012
Classic Woodie Camarilla DeMark
R4 124-162 124-127 124-012
R3 124-107 124-072 123-317
R2 124-052 124-052 123-312
R1 124-017 124-017 123-307 124-007
PP 123-317 123-317 123-317 123-312
S1 123-282 123-282 123-297 123-272
S2 123-262 123-262 123-292
S3 123-207 123-227 123-287
S4 123-152 123-172 123-272
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 125-005 124-275 124-048
R3 124-202 124-152 124-014
R2 124-079 124-079 124-003
R1 124-029 124-029 123-311 124-054
PP 123-276 123-276 123-276 123-288
S1 123-226 123-226 123-289 123-251
S2 123-153 123-153 123-277
S3 123-030 123-103 123-266
S4 122-227 122-300 123-232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-032 123-202 0-150 0.4% 0-072 0.2% 67% True False 307,044
10 124-032 123-102 0-250 0.6% 0-072 0.2% 80% True False 350,203
20 124-032 123-032 1-000 0.8% 0-071 0.2% 84% True False 367,855
40 124-032 121-135 2-217 2.2% 0-101 0.3% 94% True False 440,472
60 124-032 121-135 2-217 2.2% 0-096 0.2% 94% True False 392,198
80 124-032 121-135 2-217 2.2% 0-084 0.2% 94% True False 294,323
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 0-023
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124-266
2.618 124-176
1.618 124-121
1.000 124-087
0.618 124-066
HIGH 124-032
0.618 124-011
0.500 124-004
0.382 123-318
LOW 123-297
0.618 123-263
1.000 123-242
1.618 123-208
2.618 123-153
4.250 123-063
Fisher Pivots for day following 07-May-2012
Pivot 1 day 3 day
R1 124-004 123-294
PP 123-317 123-285
S1 123-310 123-277

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

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