ECBOT 5 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
124-097 |
124-097 |
0-000 |
0.0% |
124-000 |
| High |
124-140 |
124-125 |
-0-015 |
0.0% |
124-242 |
| Low |
124-060 |
124-010 |
-0-050 |
-0.1% |
123-285 |
| Close |
124-112 |
124-027 |
-0-085 |
-0.2% |
124-185 |
| Range |
0-080 |
0-115 |
0-035 |
43.8% |
0-277 |
| ATR |
0-086 |
0-088 |
0-002 |
2.4% |
0-000 |
| Volume |
21,204 |
31,226 |
10,022 |
47.3% |
2,193,044 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-079 |
125-008 |
124-090 |
|
| R3 |
124-284 |
124-213 |
124-059 |
|
| R2 |
124-169 |
124-169 |
124-048 |
|
| R1 |
124-098 |
124-098 |
124-038 |
124-076 |
| PP |
124-054 |
124-054 |
124-054 |
124-043 |
| S1 |
123-303 |
123-303 |
124-016 |
123-281 |
| S2 |
123-259 |
123-259 |
124-006 |
|
| S3 |
123-144 |
123-188 |
123-315 |
|
| S4 |
123-029 |
123-073 |
123-284 |
|
|
| 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 |
124-010 |
0-232 |
0.6% |
0-109 |
0.3% |
7% |
False |
True |
77,889 |
| 10 |
124-242 |
123-275 |
0-287 |
0.7% |
0-100 |
0.3% |
25% |
False |
False |
431,606 |
| 20 |
124-242 |
123-275 |
0-287 |
0.7% |
0-081 |
0.2% |
25% |
False |
False |
428,177 |
| 40 |
124-242 |
123-070 |
1-172 |
1.2% |
0-075 |
0.2% |
56% |
False |
False |
393,239 |
| 60 |
124-242 |
121-135 |
3-107 |
2.7% |
0-095 |
0.2% |
80% |
False |
False |
438,045 |
| 80 |
124-242 |
121-135 |
3-107 |
2.7% |
0-093 |
0.2% |
80% |
False |
False |
406,041 |
| 100 |
124-242 |
121-135 |
3-107 |
2.7% |
0-084 |
0.2% |
80% |
False |
False |
324,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-294 |
|
2.618 |
125-106 |
|
1.618 |
124-311 |
|
1.000 |
124-240 |
|
0.618 |
124-196 |
|
HIGH |
124-125 |
|
0.618 |
124-081 |
|
0.500 |
124-068 |
|
0.382 |
124-054 |
|
LOW |
124-010 |
|
0.618 |
123-259 |
|
1.000 |
123-215 |
|
1.618 |
123-144 |
|
2.618 |
123-029 |
|
4.250 |
122-161 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-068 |
124-108 |
| PP |
124-054 |
124-081 |
| S1 |
124-040 |
124-054 |
|