ECBOT 5 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
123-317 |
124-045 |
0-048 |
0.1% |
124-197 |
| High |
124-067 |
124-070 |
0-003 |
0.0% |
124-205 |
| Low |
123-295 |
124-022 |
0-047 |
0.1% |
124-010 |
| Close |
124-062 |
124-032 |
-0-030 |
-0.1% |
124-047 |
| Range |
0-092 |
0-048 |
-0-044 |
-47.8% |
0-195 |
| ATR |
0-096 |
0-092 |
-0-003 |
-3.6% |
0-000 |
| Volume |
5,104 |
10,478 |
5,374 |
105.3% |
114,482 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-185 |
124-157 |
124-058 |
|
| R3 |
124-137 |
124-109 |
124-045 |
|
| R2 |
124-089 |
124-089 |
124-041 |
|
| R1 |
124-061 |
124-061 |
124-036 |
124-051 |
| PP |
124-041 |
124-041 |
124-041 |
124-036 |
| S1 |
124-013 |
124-013 |
124-028 |
124-003 |
| S2 |
123-313 |
123-313 |
124-023 |
|
| S3 |
123-265 |
123-285 |
124-019 |
|
| S4 |
123-217 |
123-237 |
124-006 |
|
|
| 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% |
0-112 |
0.3% |
62% |
False |
False |
8,185 |
| 10 |
124-242 |
123-192 |
1-050 |
0.9% |
0-103 |
0.3% |
43% |
False |
False |
22,673 |
| 20 |
124-242 |
123-192 |
1-050 |
0.9% |
0-093 |
0.2% |
43% |
False |
False |
304,882 |
| 40 |
124-242 |
123-102 |
1-140 |
1.2% |
0-080 |
0.2% |
54% |
False |
False |
336,897 |
| 60 |
124-242 |
121-170 |
3-072 |
2.6% |
0-088 |
0.2% |
80% |
False |
False |
372,863 |
| 80 |
124-242 |
121-135 |
3-107 |
2.7% |
0-094 |
0.2% |
80% |
False |
False |
406,521 |
| 100 |
124-242 |
121-135 |
3-107 |
2.7% |
0-088 |
0.2% |
80% |
False |
False |
325,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-274 |
|
2.618 |
124-196 |
|
1.618 |
124-148 |
|
1.000 |
124-118 |
|
0.618 |
124-100 |
|
HIGH |
124-070 |
|
0.618 |
124-052 |
|
0.500 |
124-046 |
|
0.382 |
124-040 |
|
LOW |
124-022 |
|
0.618 |
123-312 |
|
1.000 |
123-294 |
|
1.618 |
123-264 |
|
2.618 |
123-216 |
|
4.250 |
123-138 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-046 |
124-031 |
| PP |
124-041 |
124-031 |
| S1 |
124-037 |
124-030 |
|