ECBOT 5 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
124-045 |
124-052 |
0-007 |
0.0% |
124-005 |
| High |
124-070 |
124-110 |
0-040 |
0.1% |
124-110 |
| Low |
124-022 |
124-050 |
0-028 |
0.1% |
123-192 |
| Close |
124-032 |
124-100 |
0-068 |
0.2% |
124-100 |
| Range |
0-048 |
0-060 |
0-012 |
25.0% |
0-238 |
| ATR |
0-092 |
0-091 |
-0-001 |
-1.1% |
0-000 |
| Volume |
10,478 |
6,190 |
-4,288 |
-40.9% |
34,900 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-267 |
124-243 |
124-133 |
|
| R3 |
124-207 |
124-183 |
124-116 |
|
| R2 |
124-147 |
124-147 |
124-111 |
|
| R1 |
124-123 |
124-123 |
124-106 |
124-135 |
| PP |
124-087 |
124-087 |
124-087 |
124-092 |
| S1 |
124-063 |
124-063 |
124-094 |
124-075 |
| S2 |
124-027 |
124-027 |
124-089 |
|
| S3 |
123-287 |
124-003 |
124-084 |
|
| S4 |
123-227 |
123-263 |
124-067 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-101 |
126-019 |
124-231 |
|
| R3 |
125-183 |
125-101 |
124-165 |
|
| R2 |
124-265 |
124-265 |
124-144 |
|
| R1 |
124-183 |
124-183 |
124-122 |
124-224 |
| PP |
124-027 |
124-027 |
124-027 |
124-048 |
| S1 |
123-265 |
123-265 |
124-078 |
123-306 |
| S2 |
123-109 |
123-109 |
124-056 |
|
| S3 |
122-191 |
123-027 |
124-035 |
|
| S4 |
121-273 |
122-109 |
123-289 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-110 |
123-192 |
0-238 |
0.6% |
0-107 |
0.3% |
96% |
True |
False |
6,980 |
| 10 |
124-205 |
123-192 |
1-013 |
0.8% |
0-097 |
0.2% |
68% |
False |
False |
14,938 |
| 20 |
124-242 |
123-192 |
1-050 |
0.9% |
0-093 |
0.2% |
62% |
False |
False |
281,097 |
| 40 |
124-242 |
123-102 |
1-140 |
1.2% |
0-080 |
0.2% |
69% |
False |
False |
327,661 |
| 60 |
124-242 |
121-245 |
2-317 |
2.4% |
0-087 |
0.2% |
85% |
False |
False |
364,570 |
| 80 |
124-242 |
121-135 |
3-107 |
2.7% |
0-094 |
0.2% |
87% |
False |
False |
406,185 |
| 100 |
124-242 |
121-135 |
3-107 |
2.7% |
0-088 |
0.2% |
87% |
False |
False |
325,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-045 |
|
2.618 |
124-267 |
|
1.618 |
124-207 |
|
1.000 |
124-170 |
|
0.618 |
124-147 |
|
HIGH |
124-110 |
|
0.618 |
124-087 |
|
0.500 |
124-080 |
|
0.382 |
124-073 |
|
LOW |
124-050 |
|
0.618 |
124-013 |
|
1.000 |
123-310 |
|
1.618 |
123-273 |
|
2.618 |
123-213 |
|
4.250 |
123-115 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-093 |
124-081 |
| PP |
124-087 |
124-062 |
| S1 |
124-080 |
124-042 |
|