ECBOT 5 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
124-050 |
124-005 |
-0-045 |
-0.1% |
124-197 |
| High |
124-130 |
124-107 |
-0-023 |
-0.1% |
124-205 |
| Low |
124-045 |
123-192 |
-0-173 |
-0.4% |
124-010 |
| Close |
124-047 |
124-082 |
0-035 |
0.1% |
124-047 |
| Range |
0-085 |
0-235 |
0-150 |
176.5% |
0-195 |
| ATR |
0-085 |
0-096 |
0-011 |
12.6% |
0-000 |
| Volume |
12,218 |
7,652 |
-4,566 |
-37.4% |
114,482 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-085 |
125-319 |
124-211 |
|
| R3 |
125-170 |
125-084 |
124-147 |
|
| R2 |
124-255 |
124-255 |
124-125 |
|
| R1 |
124-169 |
124-169 |
124-104 |
124-212 |
| PP |
124-020 |
124-020 |
124-020 |
124-042 |
| S1 |
123-254 |
123-254 |
124-060 |
123-297 |
| S2 |
123-105 |
123-105 |
124-039 |
|
| S3 |
122-190 |
123-019 |
124-017 |
|
| S4 |
121-275 |
122-104 |
123-273 |
|
|
| 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 |
124-140 |
123-192 |
0-268 |
0.7% |
0-112 |
0.3% |
78% |
False |
True |
17,547 |
| 10 |
124-242 |
123-192 |
1-050 |
0.9% |
0-113 |
0.3% |
57% |
False |
True |
231,517 |
| 20 |
124-242 |
123-192 |
1-050 |
0.9% |
0-091 |
0.2% |
57% |
False |
True |
370,020 |
| 40 |
124-242 |
123-102 |
1-140 |
1.2% |
0-078 |
0.2% |
65% |
False |
False |
363,846 |
| 60 |
124-242 |
121-135 |
3-107 |
2.7% |
0-091 |
0.2% |
85% |
False |
False |
402,001 |
| 80 |
124-242 |
121-135 |
3-107 |
2.7% |
0-095 |
0.2% |
85% |
False |
False |
406,445 |
| 100 |
124-242 |
121-135 |
3-107 |
2.7% |
0-086 |
0.2% |
85% |
False |
False |
325,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-146 |
|
2.618 |
126-082 |
|
1.618 |
125-167 |
|
1.000 |
125-022 |
|
0.618 |
124-252 |
|
HIGH |
124-107 |
|
0.618 |
124-017 |
|
0.500 |
123-310 |
|
0.382 |
123-282 |
|
LOW |
123-192 |
|
0.618 |
123-047 |
|
1.000 |
122-277 |
|
1.618 |
122-132 |
|
2.618 |
121-217 |
|
4.250 |
120-153 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-051 |
124-055 |
| PP |
124-020 |
124-028 |
| S1 |
123-310 |
124-001 |
|