ECBOT 5 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
124-105 |
124-150 |
0-045 |
0.1% |
124-000 |
| High |
124-185 |
124-242 |
0-057 |
0.1% |
124-242 |
| Low |
124-067 |
124-122 |
0-055 |
0.1% |
123-285 |
| Close |
124-120 |
124-185 |
0-065 |
0.2% |
124-185 |
| Range |
0-118 |
0-120 |
0-002 |
1.7% |
0-277 |
| ATR |
0-082 |
0-085 |
0-003 |
3.5% |
0-000 |
| Volume |
219,079 |
83,541 |
-135,538 |
-61.9% |
2,193,044 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-223 |
125-164 |
124-251 |
|
| R3 |
125-103 |
125-044 |
124-218 |
|
| R2 |
124-303 |
124-303 |
124-207 |
|
| R1 |
124-244 |
124-244 |
124-196 |
124-274 |
| PP |
124-183 |
124-183 |
124-183 |
124-198 |
| S1 |
124-124 |
124-124 |
124-174 |
124-154 |
| S2 |
124-063 |
124-063 |
124-163 |
|
| S3 |
123-263 |
124-004 |
124-152 |
|
| S4 |
123-143 |
123-204 |
124-119 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-002 |
126-210 |
125-017 |
|
| R3 |
126-045 |
125-253 |
124-261 |
|
| R2 |
125-088 |
125-088 |
124-236 |
|
| R1 |
124-296 |
124-296 |
124-210 |
125-032 |
| PP |
124-131 |
124-131 |
124-131 |
124-158 |
| S1 |
124-019 |
124-019 |
124-160 |
124-075 |
| S2 |
123-174 |
123-174 |
124-134 |
|
| S3 |
122-217 |
123-062 |
124-109 |
|
| S4 |
121-260 |
122-105 |
124-033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-242 |
123-285 |
0-277 |
0.7% |
0-102 |
0.3% |
79% |
True |
False |
549,333 |
| 10 |
124-242 |
123-275 |
0-287 |
0.7% |
0-089 |
0.2% |
80% |
True |
False |
547,257 |
| 20 |
124-242 |
123-210 |
1-032 |
0.9% |
0-078 |
0.2% |
84% |
True |
False |
474,171 |
| 40 |
124-242 |
122-157 |
2-085 |
1.8% |
0-075 |
0.2% |
92% |
True |
False |
424,483 |
| 60 |
124-242 |
121-135 |
3-107 |
2.7% |
0-094 |
0.2% |
95% |
True |
False |
456,156 |
| 80 |
124-242 |
121-135 |
3-107 |
2.7% |
0-091 |
0.2% |
95% |
True |
False |
405,013 |
| 100 |
124-242 |
121-135 |
3-107 |
2.7% |
0-081 |
0.2% |
95% |
True |
False |
324,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-112 |
|
2.618 |
125-236 |
|
1.618 |
125-116 |
|
1.000 |
125-042 |
|
0.618 |
124-316 |
|
HIGH |
124-242 |
|
0.618 |
124-196 |
|
0.500 |
124-182 |
|
0.382 |
124-168 |
|
LOW |
124-122 |
|
0.618 |
124-048 |
|
1.000 |
124-002 |
|
1.618 |
123-248 |
|
2.618 |
123-128 |
|
4.250 |
122-252 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-184 |
124-159 |
| PP |
124-183 |
124-133 |
| S1 |
124-182 |
124-107 |
|