ECBOT 5 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
124-080 |
123-317 |
-0-083 |
-0.2% |
124-197 |
| High |
124-085 |
124-067 |
-0-018 |
0.0% |
124-205 |
| Low |
123-305 |
123-295 |
-0-010 |
0.0% |
124-010 |
| Close |
124-000 |
124-062 |
0-062 |
0.2% |
124-047 |
| Range |
0-100 |
0-092 |
-0-008 |
-8.0% |
0-195 |
| ATR |
0-096 |
0-096 |
0-000 |
-0.3% |
0-000 |
| Volume |
5,476 |
5,104 |
-372 |
-6.8% |
114,482 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-311 |
124-278 |
124-113 |
|
| R3 |
124-219 |
124-186 |
124-087 |
|
| R2 |
124-127 |
124-127 |
124-079 |
|
| R1 |
124-094 |
124-094 |
124-070 |
124-110 |
| PP |
124-035 |
124-035 |
124-035 |
124-043 |
| S1 |
124-002 |
124-002 |
124-054 |
124-018 |
| S2 |
123-263 |
123-263 |
124-045 |
|
| S3 |
123-171 |
123-230 |
124-037 |
|
| S4 |
123-079 |
123-138 |
124-011 |
|
|
| 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 |
0.6% |
0-111 |
0.3% |
74% |
False |
False |
9,177 |
| 10 |
124-242 |
123-192 |
1-050 |
0.9% |
0-110 |
0.3% |
51% |
False |
False |
43,533 |
| 20 |
124-242 |
123-192 |
1-050 |
0.9% |
0-095 |
0.2% |
51% |
False |
False |
328,904 |
| 40 |
124-242 |
123-102 |
1-140 |
1.2% |
0-080 |
0.2% |
61% |
False |
False |
344,818 |
| 60 |
124-242 |
121-135 |
3-107 |
2.7% |
0-089 |
0.2% |
83% |
False |
False |
382,662 |
| 80 |
124-242 |
121-135 |
3-107 |
2.7% |
0-094 |
0.2% |
83% |
False |
False |
406,523 |
| 100 |
124-242 |
121-135 |
3-107 |
2.7% |
0-088 |
0.2% |
83% |
False |
False |
325,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-138 |
|
2.618 |
124-308 |
|
1.618 |
124-216 |
|
1.000 |
124-159 |
|
0.618 |
124-124 |
|
HIGH |
124-067 |
|
0.618 |
124-032 |
|
0.500 |
124-021 |
|
0.382 |
124-010 |
|
LOW |
123-295 |
|
0.618 |
123-238 |
|
1.000 |
123-203 |
|
1.618 |
123-146 |
|
2.618 |
123-054 |
|
4.250 |
122-224 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-048 |
124-038 |
| PP |
124-035 |
124-014 |
| S1 |
124-021 |
123-310 |
|