ECBOT 5 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
124-017 |
124-050 |
0-033 |
0.1% |
124-197 |
| High |
124-057 |
124-130 |
0-073 |
0.2% |
124-205 |
| Low |
124-012 |
124-045 |
0-033 |
0.1% |
124-010 |
| Close |
124-047 |
124-047 |
0-000 |
0.0% |
124-047 |
| Range |
0-045 |
0-085 |
0-040 |
88.9% |
0-195 |
| ATR |
0-085 |
0-085 |
0-000 |
0.0% |
0-000 |
| Volume |
15,436 |
12,218 |
-3,218 |
-20.8% |
114,482 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-009 |
124-273 |
124-094 |
|
| R3 |
124-244 |
124-188 |
124-070 |
|
| R2 |
124-159 |
124-159 |
124-063 |
|
| R1 |
124-103 |
124-103 |
124-055 |
124-088 |
| PP |
124-074 |
124-074 |
124-074 |
124-067 |
| S1 |
124-018 |
124-018 |
124-039 |
124-004 |
| S2 |
123-309 |
123-309 |
124-031 |
|
| S3 |
123-224 |
123-253 |
124-024 |
|
| S4 |
123-139 |
123-168 |
124-000 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-032 |
125-235 |
124-154 |
|
| R3 |
125-157 |
125-040 |
124-101 |
|
| R2 |
124-282 |
124-282 |
124-083 |
|
| R1 |
124-165 |
124-165 |
124-065 |
124-126 |
| PP |
124-087 |
124-087 |
124-087 |
124-068 |
| S1 |
123-290 |
123-290 |
124-029 |
123-251 |
| S2 |
123-212 |
123-212 |
124-011 |
|
| S3 |
123-017 |
123-095 |
123-313 |
|
| S4 |
122-142 |
122-220 |
123-260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-205 |
124-010 |
0-195 |
0.5% |
0-087 |
0.2% |
19% |
False |
False |
22,896 |
| 10 |
124-242 |
123-285 |
0-277 |
0.7% |
0-094 |
0.2% |
30% |
False |
False |
286,114 |
| 20 |
124-242 |
123-275 |
0-287 |
0.7% |
0-081 |
0.2% |
32% |
False |
False |
383,644 |
| 40 |
124-242 |
123-092 |
1-150 |
1.2% |
0-074 |
0.2% |
59% |
False |
False |
372,505 |
| 60 |
124-242 |
121-135 |
3-107 |
2.7% |
0-090 |
0.2% |
82% |
False |
False |
415,708 |
| 80 |
124-242 |
121-135 |
3-107 |
2.7% |
0-093 |
0.2% |
82% |
False |
False |
406,366 |
| 100 |
124-242 |
121-135 |
3-107 |
2.7% |
0-084 |
0.2% |
82% |
False |
False |
325,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-171 |
|
2.618 |
125-033 |
|
1.618 |
124-268 |
|
1.000 |
124-215 |
|
0.618 |
124-183 |
|
HIGH |
124-130 |
|
0.618 |
124-098 |
|
0.500 |
124-088 |
|
0.382 |
124-077 |
|
LOW |
124-045 |
|
0.618 |
123-312 |
|
1.000 |
123-280 |
|
1.618 |
123-227 |
|
2.618 |
123-142 |
|
4.250 |
123-004 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-088 |
124-070 |
| PP |
124-074 |
124-062 |
| S1 |
124-060 |
124-055 |
|