ECBOT 5 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
124-197 |
124-097 |
-0-100 |
-0.3% |
124-000 |
| High |
124-205 |
124-140 |
-0-065 |
-0.2% |
124-242 |
| Low |
124-095 |
124-060 |
-0-035 |
-0.1% |
123-285 |
| Close |
124-097 |
124-112 |
0-015 |
0.0% |
124-185 |
| Range |
0-110 |
0-080 |
-0-030 |
-27.3% |
0-277 |
| ATR |
0-087 |
0-086 |
0-000 |
-0.5% |
0-000 |
| Volume |
34,398 |
21,204 |
-13,194 |
-38.4% |
2,193,044 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-024 |
124-308 |
124-156 |
|
| R3 |
124-264 |
124-228 |
124-134 |
|
| R2 |
124-184 |
124-184 |
124-127 |
|
| R1 |
124-148 |
124-148 |
124-119 |
124-166 |
| PP |
124-104 |
124-104 |
124-104 |
124-113 |
| S1 |
124-068 |
124-068 |
124-105 |
124-086 |
| S2 |
124-024 |
124-024 |
124-097 |
|
| S3 |
123-264 |
123-308 |
124-090 |
|
| S4 |
123-184 |
123-228 |
124-068 |
|
|
| 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 |
123-292 |
0-270 |
0.7% |
0-114 |
0.3% |
52% |
False |
False |
228,076 |
| 10 |
124-242 |
123-275 |
0-287 |
0.7% |
0-095 |
0.2% |
55% |
False |
False |
475,760 |
| 20 |
124-242 |
123-275 |
0-287 |
0.7% |
0-079 |
0.2% |
55% |
False |
False |
446,145 |
| 40 |
124-242 |
123-032 |
1-210 |
1.3% |
0-075 |
0.2% |
75% |
False |
False |
407,000 |
| 60 |
124-242 |
121-135 |
3-107 |
2.7% |
0-094 |
0.2% |
88% |
False |
False |
442,363 |
| 80 |
124-242 |
121-135 |
3-107 |
2.7% |
0-092 |
0.2% |
88% |
False |
False |
405,685 |
| 100 |
124-242 |
121-135 |
3-107 |
2.7% |
0-083 |
0.2% |
88% |
False |
False |
324,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-160 |
|
2.618 |
125-029 |
|
1.618 |
124-269 |
|
1.000 |
124-220 |
|
0.618 |
124-189 |
|
HIGH |
124-140 |
|
0.618 |
124-109 |
|
0.500 |
124-100 |
|
0.382 |
124-091 |
|
LOW |
124-060 |
|
0.618 |
124-011 |
|
1.000 |
123-300 |
|
1.618 |
123-251 |
|
2.618 |
123-171 |
|
4.250 |
123-040 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-108 |
124-151 |
| PP |
124-104 |
124-138 |
| S1 |
124-100 |
124-125 |
|