ECBOT 5 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
124-005 |
124-080 |
0-075 |
0.2% |
124-197 |
| High |
124-107 |
124-085 |
-0-022 |
-0.1% |
124-205 |
| Low |
123-192 |
123-305 |
0-113 |
0.3% |
124-010 |
| Close |
124-082 |
124-000 |
-0-082 |
-0.2% |
124-047 |
| Range |
0-235 |
0-100 |
-0-135 |
-57.4% |
0-195 |
| ATR |
0-096 |
0-096 |
0-000 |
0.3% |
0-000 |
| Volume |
7,652 |
5,476 |
-2,176 |
-28.4% |
114,482 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-003 |
124-262 |
124-055 |
|
| R3 |
124-223 |
124-162 |
124-028 |
|
| R2 |
124-123 |
124-123 |
124-018 |
|
| R1 |
124-062 |
124-062 |
124-009 |
124-042 |
| PP |
124-023 |
124-023 |
124-023 |
124-014 |
| S1 |
123-282 |
123-282 |
123-311 |
123-262 |
| S2 |
123-243 |
123-243 |
123-302 |
|
| S3 |
123-143 |
123-182 |
123-292 |
|
| S4 |
123-043 |
123-082 |
123-265 |
|
|
| 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 |
124-130 |
123-192 |
0-258 |
0.7% |
0-116 |
0.3% |
50% |
False |
False |
14,401 |
| 10 |
124-242 |
123-192 |
1-050 |
0.9% |
0-115 |
0.3% |
35% |
False |
False |
121,238 |
| 20 |
124-242 |
123-192 |
1-050 |
0.9% |
0-093 |
0.2% |
35% |
False |
False |
350,966 |
| 40 |
124-242 |
123-102 |
1-140 |
1.2% |
0-079 |
0.2% |
47% |
False |
False |
354,935 |
| 60 |
124-242 |
121-135 |
3-107 |
2.7% |
0-091 |
0.2% |
77% |
False |
False |
392,822 |
| 80 |
124-242 |
121-135 |
3-107 |
2.7% |
0-094 |
0.2% |
77% |
False |
False |
406,498 |
| 100 |
124-242 |
121-135 |
3-107 |
2.7% |
0-087 |
0.2% |
77% |
False |
False |
325,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-190 |
|
2.618 |
125-027 |
|
1.618 |
124-247 |
|
1.000 |
124-185 |
|
0.618 |
124-147 |
|
HIGH |
124-085 |
|
0.618 |
124-047 |
|
0.500 |
124-035 |
|
0.382 |
124-023 |
|
LOW |
123-305 |
|
0.618 |
123-243 |
|
1.000 |
123-205 |
|
1.618 |
123-143 |
|
2.618 |
123-043 |
|
4.250 |
122-200 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-035 |
124-001 |
| PP |
124-023 |
124-001 |
| S1 |
124-012 |
124-000 |
|